Question
A European call option written on one share of Crook & Crook, Inc. has the following parameter values: S = $34, X = $36, r
A European call option written on one share of Crook & Crook, Inc. has the following parameter values: S = $34, X = $36, r = 5% p.a., sigma = 22% p.a., T = 6 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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Financial Management For Nurse Managers Merging The Heart With The Dollar
Authors: J. Michael Leger
5th Edition
1284230937, 9781284230932
