Question
A futures price is currently $25, its volatility (SD) is 30% per annum, and the risk-free interest rate is 10% per annum. What is the
A futures price is currently $25, its volatility (SD) is 30% per annum, and the risk-free interest rate is 10% per annum. What is the value of a nine-month European call on the futures with a strike price of $26 according to the BSM option pricing model?
| 2.50 | ||
| 2.936 | ||
| 3.50 | ||
| 3.20 |
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Regulation A+ And Other Alternatives To A Traditional IPO Financing Your Growth Business Following The JOBS Act
Authors: David N. Feldman
1st Edition
1119416159,1119416124
