Question
A call option on a non-dividend-paying stock has a market price of +212. The stock price is $15, the exercise price is $13, the time
A call option on a non-dividend-paying stock has a market price of +212. The stock price is $15, the exercise price is $13, the time to maturity is 3 months, and the risk-free interest rate is 5% per annum. What is the implied volatility? Please do all work by hand, and explain. Answer should be 0.396
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Finance For Housing An Introduction
Authors: Cathy Davis
1st Edition
1447306481, 978-1447306481
