The current price of YBM stock S is $101.European options with a strike price K = $100 and maturing in T = 6 months trade on YBM.The continuously compounded,risk-free interest rate r is 5 percent per year.If the call price c is $7.50,the put price p is:
A) $4.03
B) $5.03
C) $5.60
D) $6.75
E) None of these answers are correct.
Correct Answer:
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Q1: Suppose p is the current price
Q2: The current price of YBM stock S
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Q4: Suppose c and p are the
Q5: The current price of YBM stock S
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