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10 October, 21:33

The price of a stock today is $100. next year, the stock price will be either $120 or $90. the risk-free rate is 3% per year. what the the price of a put option with strike price $98

a. the put option price is $4.00

b. the put option price is $4.23

c. the put option price is $4.40

d. not enough information to tell

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Answers (1)
  1. 10 October, 21:49
    0
    A. The put option price is $4.00
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