5229金融与交易困难数值题short
Box Spread Implied Rate 4
题目
Consider a box spread built from strikes 110 and 120: long call(110) at 10.5, short call(120) at 4.2, long put(120) at 6.2, and short put(110) at 3. For maturity T=1, what is the net cost today and the implied annualized lending rate under annual compounding?
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cost
implied_rate