题目
A six-month call option sells for $30, with a strike price of $120. If the stock price is $100 per share and the risk-free interest rate is 5%, what is the price of a 6-month put option with a strike price of $120?
选项
A.$39.20
B.$44.53
C.$46.28
D.$47.04
答案
D
解析
We can use Put-Call parity formula which describes the relationship between the prices of puts and calls on the same events.「huixue_img/importSubject/1564169526667513856.png」