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问题: 翻译一

(1) Please identify the arbitrage opportunity open to a trader if a European call and put option on a stock both have a strike price of 20 USD and an expiration data in three months. Both sell for 3 USD. The risk-free interest rate is 10% per annum, the current stock price is 19USD and a 1 USD dividend is expected in one month.
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解答:

1 )请确定套利机会开放给贸易商,如果一个欧洲的呼吁,认沽期权对股票都有着履约价格20美元和到期数据在三个月内完成。既卖3美元。无风险利率为每年10 % ,目前的股票价格是19usd和1美元红利,预计在一个月。