12. (BlackScholes and put call parity) The price of a share of ABC Corporation stock is currently...

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12. (Black–Scholes and put– call parity) The price of a share of ABC Corporation stock is currently S = $55. Assume that the yearly interest 2% and that the stock’s annual volatility is 0.4.

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Principles Of Finance With Excel

ISBN: 9780190296384

3rd Edition

Authors: Simon Benninga, Tal Mofkadi

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