5219金融与交易简单数值题short
Implied Call From Parity 4
题目
Spot is 80, strike is 85, the European put price is 8.6, and the risk-free rate is 0.02 for maturity T=1. 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
题目
Spot is 80, strike is 85, the European put price is 8.6, and the risk-free rate is 0.02 for maturity T=1. 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