Question
A call option on a non-dividend-paying stock has a market price of $2. 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 $2. The stock price is $15, the exercise price is $13, the time to maturity is three months, and the risk-free interest rate is 5% per annum. What is the implied volatility?
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Extinction Governance Finance And Accounting
Authors: Jill Atkins, Martina Macpherson
1st Edition
0367492989, 978-0367492984
