Suppose that a stock, APA, is currently trading at $99.50, and will pay a $1.01 dividend in two months. Two- and three-month zero- coupon bonds are trading at 0.99 and 0.98, respectively. Three-month...

Suppose that a stock, APA, is currently trading<br>at $99.50, and will pay a $1.01 dividend<br>in two months. Two- and three-month zero-<br>coupon bonds are trading at 0.99<br>and 0.98, respectively. Three-month European<br>calls on APA struck at 100 are trading<br>at $10.30. The price of the three-month<br>European put on APA is closest to:<br>а.<br>$11.20<br>b.<br>$9.80<br>C.<br>$10.30<br>d.<br>$10.80<br>

Extracted text: Suppose that a stock, APA, is currently trading at $99.50, and will pay a $1.01 dividend in two months. Two- and three-month zero- coupon bonds are trading at 0.99 and 0.98, respectively. Three-month European calls on APA struck at 100 are trading at $10.30. The price of the three-month European put on APA is closest to: а. $11.20 b. $9.80 C. $10.30 d. $10.80

Jun 07, 2022

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Suppose that a stock, APA, is currently trading at $99.50, and will pay a $1.01 dividend in two months. Two- and three-month zero- coupon bonds are trading at 0.99 and 0.98, respectively. Three-month...

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