Estimate the value of a new 6-month European-style average price call option on a non- dividend-paying stock.

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Estimate the value of a new 6-month European-style average price call option on a non- dividend-paying stock. The initial stock price is $30, the strike price is $30, the risk-free interest rate is 5%, and the stock price volatility is 30%.

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Options Futures And Other Derivatives

ISBN: 978-8120331693

6th Edition

Authors: Buss/redburn/guo

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Question Posted: Sep 19, 2024 06:02 AM

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Estimate the value of a new 6-month European-style average price call option on a non- dividend-paying stock.

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Options Futures And Other Derivatives

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