You notice that the price of a one-year put option,with a $60 strike price,is $1.The current price of the underlying stock is also $58.What should the price of a one-year call option be with a strike price of $60? Assume that the interest rate on a one-year risk free bond is 10%.
A) $0
B) $2
C) $2.45
D) $4.45
Correct Answer:
Verified
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