Question
A European call option with a strike price of $119.0 and maturity of 12.0 months costs $26.868.The underlying stock price is $129.0. The continuously compounded
A European call option with a strike price of $119.0 and maturity of 12.0 months costs $26.868.The underlying stock price is $129.0. The continuously compounded risk-free rate is 9.5 percent per year. What is the value of a European put option with strike price of $119.0 and maturity of 12.0 months?
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The Complete FinOps Handbook Essential Tools And Techniques For Financial Operations
Authors: Peter Bates
1st Edition
1922435546, 978-1922435545
