Question
A stock is currently selling for $45.5 a share. The risk-free rate is 7 percent and the standard deviation is 19 percent. What is the
A stock is currently selling for $45.5 a share. The risk-free rate is 7 percent and the standard deviation is 19 percent. What is the value of d1 of a 3-month call option with a strike price of $35.50? (Do not round intermediate calculations.) 0.5767 0.4683 0.6467 0.7167 0.8367
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International Finance Transactions Policy And Regulation
Authors: Hal Scott, Anna Gelpern
21st Edition
1634602048, 978-1634602044
