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A stock price is currently $30. Over each of the next two three-month periods it is expected to go up by 8% or down by
- A stock price is currently $30. Over each of the next two three-month periods it is expected to go up by 8% or down by 8%. The risk-free interest rate is 10% per annum with continuous compounding.
- What is the value of a six-month European put option with a strike price of $32?
- What is the value of a six-month American put option with a strike price of $32?
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Investment The Study Of An Economic Aggregate
Authors: Philip J. Lund
1st Edition
0444851380,1483256901
