Question
A stock price is currently $112. Stock price move up by 10% or down by 14%. The risk-free interest rate is APR 2% with continuous
A stock price is currently $112. Stock price move up by 10% or down by 14%. The risk-free interest rate is APR 2% with continuous compounding. What is the value of a six-month European put option with a strike price of $115 using one-step binomial option pricing model?
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Impact Investing In Africa A Guide To Sustainability For Investors Institutions And Entrepreneurs
Authors: Edward Mungai
1st Edition
3030004279,3030004287
