Question
A European call option written on one share of Crook & Crook, Inc. has the following parameter values: S = $31, X = $36, r
A European call option written on one share of Crook & Crook, Inc. has the following parameter values: S = $31, X = $36, r = 7% p.a., sigma = 20% p.a., T = 5 months. Find the value of d2, rounded to 4 decimals (e.g., 0.0712). NOTE: Use the continuous time version of the equation (i.e., do NOT use the book's version).
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Foundations Of Real Estate Financial Modelling
Authors: Roger Staiger
2nd Edition
1138046183, 978-1138046184
