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A stock price has an expected return of 12% and a volatility of 25%. The current price is $28. Whar is the price of European
A stock price has an expected return of 12% and a volatility of 25%. The current price is $28. Whar is the price of European call option with an exercise price of $30 and a maturity date in six months? Assume that risk frww interest rate is 6%.
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Handbook Of The Economics Of Finance Volume 2A
Authors: George M. Constantinides, Milton Harris, Rene M. Stulz
1st Edition
