(Option pricing) Use the BlackScholes model to price the following: a. A call option on a stock...

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(Option pricing) Use the Black–Scholes model to price the following:

a. A call option on a stock whose current price is S = $50, with exercise price X = $50, T = 0.5, r = 3%, and σ = 25%.

b. A put option with the same parameters.

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Principles Of Finance Wtih Excel

ISBN: 9780190296384

3rd Edition

Authors: Simon Benninga, Tal Mofkadi

Question Posted: Jun 10, 2024 02:01 AM

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(Option pricing) Use the BlackScholes model to price the following: a. A call option on a stock...

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Principles Of Finance Wtih Excel

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