A put option and a call option with an exercise price of 60


A put option and a call option with an exercise price of $60 and three months to expiration sell for $3.15 and $4.30, respectively. If the risk-free rate is 2.7 percent per year, compounded continuously, what is the current stock price?

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Financial Management: A put option and a call option with an exercise price of 60
Reference No:- TGS02402540

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