Question
A European call option on a stock has a market value of $2.50. The stock price is $15, the strike price is $13, the interest
A European call option on a stock has a market value of $2.50. The stock price is $15, the strike price is $13, the interest rate is 5%, and the exercise time is three months. What is the volatility of the stock?
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Fundamentals of Investments Valuation and Management
Authors: Bradford Jordan, Thomas Miller
7th edition
978-0078096785, 78096782, 978-0077861636, 77861639, 978-0078115660
