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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Principles of Managerial Finance
Authors: Lawrence J. Gitman, Chad J. Zutter, Wajeeh Elali, Amer Al Roubaix
Arab World Edition
1408271583, 978-1408271582
