question archive A stock index currently sells for 100
A stock index currently sells for 100
Subject:FinancePrice:2.86 Bought3
A stock index currently sells for 100. One-year European put and call options are available on the stock index both with strike prices of 100. The market price (i.e. price at time 0) of the put and call options are 8.02295 and 15.71131 respectively. Compute the one-year continuoosly compounded interest rate?
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