Question
A call option matures in three months. The underlying stock price is $42 and the stock's return has a standard deviation of 27 percent per
A call option matures in three months. The underlying stock price is $42 and the stock's return has a standard deviation of 27 percent per year. The risk-free rate is 3.4 percent per year, compounded continuously. The exercise price is $0. What is the price of the call option?
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Crypto Spotlight Series Polkadot
Authors: Nott U.r. Keys
1st Edition
979-8854241342
