GS is selling for €28 a share.A 3-month call on GS with a strike price of €30 is priced at €1.50.Risk-free assets are currently returning 0.3% per month.What is the price of a 3-month put on GS with a strike price of €30?
A) €0.50
B) €2.02
C) €2.73
D) €3.23
E) €4.02
Correct Answer:
Verified
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