FIN402_-_SU_2024_-_FE_2263.webp
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FIN402_-_SU_2024_-_FE_2263.webp

Kizspy | Question: 42
(Choose 1 answer)
(24984) The spot exchange rate of dollars per euro is 0.95. Dollar and euro interest rates are 7.0% and 6.0%, respectively. The price of a $0.93 strike 6-month call option is $0.08. What is the price of the put?
A. $0.016
B. $0.032
C. $0.056
D. $0.078

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