Find the price of one ordinary put option on the stock

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Reference no: EM131892371

The stock of GS pays no dividends. The stock currently trades at $54 per share. An up-and-in call with strike $55 and barrier $60 has a price of $3.04, and an up-and-out call with strike $55 and barrier $60 has a price of $1.32. The options expire in 2 months, and the annual continuously compounded interest rate is 0.03. Find the price of one ordinary put option on the stock of GS with strike price of $55 and time to expiration of 2 months.

Reference no: EM131892371

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