What is a lower bound for the price of a 6-month call option on a non-dividend paying

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What is a lower bound for the price of a 6-month call option on a non-dividend paying stock when the stock price is $80, the strike price is $75, and the risk-free interest rate is 10% per annum

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Options Futures And Other Derivatives

ISBN: 9780131499089

6th Edition

Authors: John Hull

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Question Posted: Oct 19, 2024 06:01 AM

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What is a lower bound for the price of a 6-month call option on a non-dividend paying stock when the stock price is $80, the strike price is $75, and the risk-free interest rate is 10% per annum
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What is a lower bound for the price of a 6-month call option on a non-dividend paying

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Options Futures And Other Derivatives

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