Corporate Finance Assignment/ Professional Essay Writers
A stock currently sells for $32. A 6-month call option with a strike price of $35 has a price of $2.27. The price of the put option that satisfies the put-call-parity is $5.5229.Assuming a 4% continuously compounded risk-free rate and a 6% continuous dividend yield:
a) What are the arbitrage opportunities if the price of the call option in question 5 was $2?
b)What if this price was $3? Get Finance Help Today
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