题目
The price of a dividend-paying stock is $44.00 while the risk-free rate is 3.0%. Consider a European call option and a European put option with identical strike prices, K = $40.00, and identical times to expiration of nine months, T = 0.75 years. The call has a price of $8.95 and the put has a price of $5.36. What is the present value of the dividends expected during the life of the option?
选项
A.Zero
B.$0.19
C.$1.30
D.$4.75
答案
C
解析
根据买卖权平价公式「huixue_img/importSubject/1564169526592016384.png」