Suppose a European call option on a sack of corn with a strike price of $50 and a maturity of one-month, trades for $5. What is the price of the put premium with identical strike price and time until...


Suppose a European call option on a sack of corn with a strike price of $50 and a maturity of one-month, trades for $5. What is the price of the put premium with identical strike price and time until expiration, if the one-month risk-free rate is 2% and the spot price of the underlying asset is $53?



Jun 03, 2022
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