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Assume six-month forward price of XYZ stock is $58. The stock pays no dividends. The six-month continuously compounded rate of interest is 4%. If the price of a put option is $3 what will be the maximum possible exercise price X that is consistent within no arbitrage context?
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Assume six-month forward price of XYZ stock is $58. The stock pays no

 

dividends. The six-month continuously compounded rate of interest is 4%.

 

If the price of a put option is $3 what will...

 







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