Question
19-2 Calculate, using the BlackScholes formula, the value of a call option given the following information: Interest rate = 7% Time to expiration = 90
19-2 Calculate, using the BlackScholes formula, the value of a call option given the following information: Interest rate = 7% Time to expiration = 90 days Stock price = $50 Exercise price = $45 Standard deviation = 0:4 What is the price of the put using the same information?
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Personal Finance
Authors: E Thomas Garman, Raymond E Forgue
10th Edition
143903902X, 9781439039021
