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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Related Book For
ISE Investments
ISBN: 9781266085963
13th International Edition
Authors: Zvi Bodie, Alex Kane, Alan Marcus
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