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Alle Oberthemen / Finance & Investment / Derivatives / Derivatives
174
14.Which of the following is true when dividends are expected?
A.Put-call parity does not hold
B.The basic put-call parity formula can be adjusted by subtracting the present value of expected dividends from the stock price
C.The basic put-call parity formula can be adjusted by adding the present value of expected dividends to the stock price
D.The basic put-call parity formula can be adjusted by subtracting the dividend yield from the interest rate

Answer:  B

Put call parity still holds for European options providing the present value of the dividends is subtracted from the stock price.

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Autor: CoboCards-User
Oberthema: Finance & Investment
Thema: Derivatives
Veröffentlicht: 27.10.2015

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