Exercise price $150
Spot Price $110
Risk rate is 5%
Using Put-Call Parity & continuous compounding
A. If the premium for the Call is $12.00,what is the Premium for the Put, given both options expire in 1.5 years?
B If the Premium for the Put is $3.00 and both options expire in 3.5 years, then how much is the Premium for the Call option?
Using excel!
Get Answers For Free
Most questions answered within 1 hours.