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elf_fu elf_fu
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Posts: 705
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6 years ago
The spot exchange rate of dollars per euro is 0.95. Dollar and euro interest rates are 7.0% and 6.0%, respectively. The price of a $0.93 strike 6-month call option is $0.08. What is the price of the put?
A) $0.016
B) $0.032
C) $0.056
D) $0.078
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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Posts: 471
6 years ago
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Helped a lot
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