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188 short selling is permitted and assets are perfectly divisible d = 3v) C = 12 (T-SN (4 ) - Xer(T4 N (49) m ($)+(-D4402)76)
188 short selling is permitted and assets are perfectly divisible d = 3v) C = 12 (T-SN (4 ) - Xer(T4 N (49) m ($)+(-D4402)76) 100 OVT 192 P = Xe"(T-N(-d)) - D (T- SN (-d ) dz =d, -o/T-1 195 T-t= deltat NI-d1) 1-N(D1) 196 dl and d2 are statistical constants 197 Nid1) and (d) I will show you how to do on excel 198 191 Da european call option with N(1) -norm dist(d2,0.1.true) Plum 2015 72 202 X 74 4.50% class work to be uploaded on umlearn name it blackschol" by 7.35 7 Dividend continuo 3.92% get value of Cand P bo variance 0.1024 3 months 0.25 yrs 203 14 205 Tt 201 20 Calculate 209 and P
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