Question
A call option has a strike price of 43 in dollars, and a time to expiration of 0.2 in years. If the stock is trading
A call option has a strike price of 43 in dollars, and a time to expiration of 0.2 in years. If the stock is trading for 40 dollars, N(d1) = 0.53, N(d2) = 0.42, and the risk free rate is0.07, what is the value of the call option?
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Of Synthetic Finance Three Essays Of Speculative Materialism
Authors: Benjamin Lozano
1st Edition
1138790842, 978-1138790841
