At the close of trading on October 11, 2013, the stock price of Facebook (FB) was $49.11,

Question:

At the close of trading on October 11, 2013, the stock price of Facebook (FB) was $49.11, the standard deviation of daily returns is 74.73%, the yield on a six-month U.S. Treasury Bill was 0.12%, the exercise price of an March 45 call on Facebook was $45.00, the exercise price of an March 45 put on Facebook was $45.00, and the time to maturity for both March 22, 2014 maturity options was 0.4472 years. The dividend yield is 1.00%. What is the price of a March 45 call and a March 45 put on Facebook?

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: