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[求助]derivatives

Assume that the value of a put option with a strike price of $100 and six months maturity is $5. for a stock price of $110 and an interest rate of 6%, what value is closest to the corresponding call option with the same strike price ans same expiration as the put option? A. $17.87 B. $11.99 C.$12.74 答案是A,但是我不太明白这是怎么做出来的,老师可以帮帮忙吗?谢谢!

同学您好: 这道题是需要用put-call parity来解的,根据题意: C+K=P+S—>C+100/(1+6%)^0.5=5+110—>解方程可以把C求解出来,C=17.87

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