What is the intrinsic value of the June 115 call? What...
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What is the intrinsic value of the June 115 call?
What is the time value of the July 105 put?
What is the time value of the June 115 put?
what is the lower bound of the june 115 call
The following information is available on company ABC on June 1. CALLS PUTS ABC X JUNE JULY JUNE JULY 113.25 105 8.25 9.00 0.50 1.25 113.25 115 1.50 3.50 2.75 4.75 The risk-free rates are 7.30% (June) and 1.50% (July). The times to expiration are .0384 (June) and .1342(July). Assume no dividends
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