5227金融与交易困难数值题short
Box Spread Implied Rate 2
题目
Consider a box spread built from strikes 90 and 100: long call(90) at 9, short call(100) at 4.5, long put(100) at 9.2, and short put(90) at 4. For maturity T=0.5, what is the net cost today and the implied annualized lending rate under annual compounding?
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
cost
implied_rate