Question
A call option has a strike price of 20 in dollars, and a time to expiration of 0.2 in years.If the stock is trading for
A call option has a strike price of 20 in dollars, and a time to expiration of 0.2 in years.If the stock is trading for 74 dollars, N(d1) = 0.5, N(d2) = 0.4, and the risk free rate is0.03, what is the value of the call option?
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The Changing Geography Of Banking And Finance
Authors: Pietro Alessandrini ,Michele Fratianni ,Alberto Zazzaro
1st Edition
1441947205, 978-1441947208
