Question
A stock has a current market price of 20, an annual volatity of 30% and continuously compounded dividend yield of 3% per annum if the
A stock has a current market price of 20, an annual volatity of 30% and continuously compounded dividend yield of 3% per annum if the continuously compounded risk rate is 3% per annum, the black aches delta of an at the money one year call option is closest to?
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Financial Times Handbook Of Corporate Finance A Business Companion To Financial Markets Decisions And Techniques
Authors: Glen Arnold
2nd Edition
0273726560, 978-0273726562
