Question
11. Investor is analyzing a call option with an Exercise price of $37 and the current stock price of the underlying asset is $31. The
11. Investor is analyzing a call option with an Exercise price of $37 and the current stock price of the underlying asset is $31. The risk free rate is 34%. In a year the stock price will either be $48 or 44. What is the call option price? Round the Call option price to two decimals (e.g. 22.05) and the unit is ($).
12. nvestor is analyzing a call option with an Exercise price of $40 and the current stock price of the underlying asset is $35. The risk free rate is 33%. In a year the stock price will either be 21% up or 21% down. What is the call option price? Round the call option price to two decimals (e.g. 22.05) and the unit is ($).
please ans asap
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