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elf_fu elf_fu
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6 years ago
A stock is selling for $41.60. The strike price on a call, maturing in 6 months, is $45. The possible stock prices at the end of 6 months are $35.00 and $49.00. Interest rates are 5.0%. Given an under-priced option, what are the short sale proceeds in an arbitrage strategy?
A) $6.36
B) $8.22
C) $10.43
D) $11.89
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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#1
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6 years ago
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elf_fu Author
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Thank you Heavy Heart
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Thank you
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Thanks
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#7
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Why D  Please show 步骤
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