Question
A European call option written on one share of Lime & Coconut, Inc. has the following parameter values: S = $32, X = $38, r
A European call option written on one share of Lime & Coconut, Inc. has the following parameter values: S = $32, X = $38, r = 8% p.a., STDEV = 28% p.a., T = 10 months. Find the value of d2, rounded to 4 decimals
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Focus On Personal Finance
Authors: Jack Kapoor, Les Dlabay, Robert J. Hughes, Melissa Hart
7th Edition
1265521972, 978-1265521974
