冬瓜炖番茄 · 2020年05月13日
问题如下：
Stock ABC is currently trading at $90. The value of 6-month call option on the stock with the exercise price of $100 is $3.16. The continuously compounded risk-free rate is 5%. What is the value of the put option on ABC stock according to put-call parity?
选项：
A.$3.89.
B.$8.45.
C.$10.69.
D.$12.03.
解释：
C is correct
考点：BSM Model
解析：根据公式：
这题能写个具体步骤吗，谢谢
NO.PZ2019070101000023 问题如下 StoAis currently trang $90. The value of 6-month call option on the stowith the exercise priof $100 is $3.16. The continuously compounrisk-free rate is 5%. Whis the value of the put option on Astoaccorng to put-call parity? A.$3.89. B.$8.45. C.$10.69. $12.03. C is correct考点BSM Mol解析根据公式 P=C + Xe −rT -S = 3.16 +100e −0.05×0.5 -90 = $10.69 这题为什么用x折现，而不用s折现呀？看样子像是给的是st，要给折成s0
NO.PZ2019070101000023 请问可以列一下代入的数据吗，谢谢，知道是CK+PS
