Download three months of daily stock prices for any stock that has listed options on it and

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Download three months of daily stock prices for any stock that has listed options on it and compute the standard deviation of daily returns. Lookup the current stock price of your stock, use the standard deviation of daily returns you just computed, lookup the yield on a six-month U.S. Treasury Bill, lookup the exercise price of a call on your stock that matures in approximately six months, lookup the exercise price of a put on your stock that matures in approximately six months, and compute the time to maturity for both options in fractions of a year. For the call and put that you identified on your stock, determine the price of the call and put using the Black-Scholes basics model.

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