Question
A call option matures in six months. The underlying stock price is $82, and the stock's return has a standard deviation of 37 percent per
A call option matures in six months. The underlying stock price is $82, and the stock's return has a standard deviation of 37 percent per year. The risk-free rate is 4 percent per year, compounded continuously. If the exercise price is $0, what is the price of the call option?
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Technical Analysis The Complete Resource For Financial Market Technicians
Authors: Charles Kirkpatrick, Julie Dahlquist
3rd Edition
0134137043, 978-0134137049
