30. Option Pricing. Recalculate the value of the call option in the previous problem, but use the...
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30. Option Pricing. Recalculate the value of the call option in the previous problem, but use the following parameter values. Each change should be considered independently. Confirm that the value of the option changes in agreement with the prediction of Table 23-4. (L02)
a. Time to expiration
b. Standard deviation 2 years 50% per year
c. Exercise price
d. Stock price
e. Interest rate $60 $60 6%
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Related Book For 
Fundamentals Of Corporate Finance
ISBN: 9780073382302
6th Edition
Authors: Richard A Brealey, Stewart C Myers, Alan J Marcus
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