Question
A stock currently selling for $15 has a call option with an exercise price of $20 and an expiry date in 3 months.The standard deviation
A stock currently selling for $15 has a call option with an exercise price of $20 and an expiry date in 3 months.The standard deviation of the stock is 0.4 and the risk free rate is currently 3% .What is the value of the call option?
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International Financial Reporting Standards An Introduction
Authors: Belverd Needles, Marian Powers
2nd edition
053847680X, 978-1111793234, 1111793239, 978-0538476805
