question archive A put option on a stock has an exercise price of $45 and a time to expiration of one year
A put option on a stock has an exercise price of $45 and a time to expiration of one year
Subject:AccountingPrice: Bought3
A put option on a stock has an exercise price of $45 and a time to expiration of one year. The current value of the stock is at $45, and the size of an up and down move in the stock's price is 1.5 and 0.6667, respectively. Given a risk-free rate of 4%, the value today of the put option is closest to:
Question 25 options:
$7.96
$9.69
$8.28
