Put–Call Parity [LO1] A put option that expires in six months

Put–Call Parity [LO1] A put option that expires in six months with

an exercise price of $40 sells for $4.25. The stock is currently priced at $36, and the risk-free rate is 3.5 percent per year, compounded continuously. What is the price of a call option with the same exercise price?

Hi there! Click one of our representatives below and we will get back to you as soon as possible.

Chat with us on WhatsApp