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1.a. Using the black-Scholes option pricing model, determine the value of the call option: P= $ 75 X= $ 85 T= 0.5 Standard Deviation= 0.7
| 1.a. Using the black-Scholes option pricing model, determine the value of the call option: | ||||||
| P= | $ 75 | |||||
| X= | $ 85 | |||||
| T= | 0.5 | |||||
| Standard Deviation= | 0.7 | |||||
| Risk-free rate= | 5% | |||||
| b. Using the above data, what is the value of the put option? | ||||||
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R In Finance And Economics A Beginners Guide
Authors: Abhay Kumar Singh, David Edmund Allen
1st Edition
9813144467, 978-9813144460
