Calculate the price of a European put option if the price of the equivalent European call option is $6 and the share price,exercise price and risk-free rate (continuously compounded) are $30,$28 and 15% p.a. ,respectively.The options have six months to expiry.Assume that put-call parity holds.
A) $10.02
B) $2.05
C) $1.98
D) $9.95
E) $2.97
Correct Answer:
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Q20: The Chicago Board Options Exchange opened in:
A)1970.
B)1971.
C)1972.
D)1973.
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A)arbitrage opportunities
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A)a
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