题目
A 3 month European call option on DEF stock with a strike price of $50 is trading for $2.25. The risk free rate is 10%. The current stock price of DEF stock is $48. Calculate the value of a corresponding put with the same strike and maturity.
选项
A.$2.00
B.$2.25
C.$3.02
D.$3.57
答案
C
解析
Use the Put-Call parity relationship to find the value of the European put.「huixue_img/importSubject/1564169528273932288.png」