5217金融与交易简单数值题short
Implied Call From Parity 2
题目
Spot is 90, strike is 95, the European put price is 7.2, and the risk-free rate is 0.04 for maturity T=0.5. What call price is implied by put-call parity?
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0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
Spot is 90, strike is 95, the European put price is 7.2, and the risk-free rate is 0.04 for maturity T=0.5. What call price is implied by put-call parity?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案