A [4] The price of stocks in the A company is currently 40. At the end of
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A [4]
The price of stocks in the "A" company is currently 40. At the end of one month it will be either 42 or 38. The risk free interest rate is 8% per annum. What is the value of a one-month European call option with a strike price of $39?
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Related Book For
Lectures On Corporate Finance
ISBN: B00RGENH5I
1st Edition
Authors: Peter L Bossaerts ,Bernt Arne Odegaard
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