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A Put Option with a $50 Strike Price on Bavarian

Question 2

Multiple Choice

A put option with a $50 strike price on Bavarian Sausage stock will expire in one year.If you know a call on the same stock has a value of $2.75,that the price of the put is $1.26 and the stock is currently selling at $47,what is the implied risk free rate?


A) 4.56%
B) 3.07%
C) 5.43%
D) 9.87%

Correct Answer:

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