Kenny silver cfa is estimating the price of a call option, Ask an Expert

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Kenny Silver, CFA, is estimating the price of a call option. The call has an exercise price of $100 and a remaining time to expiration of 273 days. The spot price of the underlying stock is $93.25 and a put of the same underlying stock, exercise price and remaining time to expiration is currently priced at $6.50. Assuming a risk-free rate of 8% and a 365-day period, the call option’s arbitrage-free price is

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M92400844

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