FIN303Xuất hiện trong 1 đề thi
Assume that the stock of AllSiete, Inc. is currently trading for $44 and will either rise to $50 or fall to $29 in one year. The risk-free rate for one year is 4 percent. What is the value of a put option with a strike price of $40? (Round the final answer to two decimal places.)
Các lựa chọn
A$0
B$2.13
C$3.14
D$5.54