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！作者: apf陈老师 时间: 2013-9-14 11:14
