Question
10. Calculate the value of a European Put using the following information: two periods, current stock price is 100, u = 1.3, d = .7692,
10. Calculate the value of a European Put using the following information: two periods, current stock price is 100, u = 1.3, d = .7692, dividend yield = 5%, exercise price of 110, risk free rate of 4%, and 15 days to expiration.
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Finance And Financial Markets
Authors: Keith Pilbeam
2nd Edition
1403948356, 978-1403948359
