Question
A call option has a strike price of 46 in dollars, and a time to expiration of 0.9 in years. If the stock is trading
A call option has a strike price of 46 in dollars, and a time to expiration of 0.9 in years. If the stock is trading for 18 dollars, N(d1) = 0.53, N(d2) = 0.42, and the risk free rate is0.05, what is the value of the call option?
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Gapenskis Understanding Healthcare Financial Management
Authors: George H. Pink, Paula H. Song
8th Edition
1640551093, 978-1640551091
