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A non-dividend paying share is currently priced at RM19 and the price of a three-month European call option on the share with a strike price
A non-dividend paying share is currently priced at RM19 and the price of a three-month European call option on the share with a strike price of RM20 is RM1. The risk-free rate is 4% per annum.
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Management Science The Art Of Modeling With Spreadsheets
Authors: Stephen G. Powell, Kenneth R. Baker
4th Edition
978-1118517376, 9781118800348, 1118517377, 1118800346, 978-1118582695
