6. Using Goal Seek fmd the value of lambda which will ensure a barrier of 480 is...
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6. Using Goal Seek fmd the value of lambda which will ensure a barrier of 480 is touched for a down-and-in put for the case where the current underlying security is quoted at 490, volatility is 30% p.a. the risk-free rate is 6% p.a., dividend yield is zero, and the put's strike is set at:
(a) 485,
(b) 475.
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