LeetQuiz Logo
Privacy Policy•contact@leetquiz.com
© 2025 LeetQuiz All rights reserved.
Financial Risk Manager Part 1

Financial Risk Manager Part 1

Get started today

Ultimate access to all questions.


A financial analyst working at a hedge fund is currently evaluating the pricing of American-style call and put options, both with an expiry period of three months, on a stock that is currently priced at USD 40 and does not pay any dividends. The strike price for both options is set at USD 35, and the prevailing risk-free interest rate is 1.5%. What are the minimum and maximum possible differences in the costs of these call and put options?

Exam-Like



Powered ByGPT-5