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elf_fu elf_fu
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7 years ago
Consider the case of an exchange option in which the underlying stock is Eli Lilly and Company with a current price of $56.00 per share. The strike asset is Merck, with a per share price of $52.00. Interest rates are 5% and the 3-month call option is trading for $7.00. What is the price of the put?
A) $3.00
B) $4.00
C) $7.00
D) $11.00
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Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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7 years ago
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elf_fu Author
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#2
7 years ago
Thank you phuongha2892
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