Recalculate the value of the call option in Example 21.4 using a standard deviation of .6 instead

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Recalculate the value of the call option in Example 21.4 using a standard deviation of .6 instead of .5.

Confirm that the option is worth more using the higher stock-return volatility? p-69

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ISE Investments

ISBN: 9781266085963

13th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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Question Posted: Jul 31, 2024 05:01 AM

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Recalculate the value of the call option in Example 21.4 using a standard deviation of .6 instead

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ISE Investments

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