Question
Abi company is currently trading at $16. There are call and put options with $15 strike price and 3 month maturity. The company does not
Abi company is currently trading at $16. There are call and put options with $15 strike price and 3 month maturity. The company does not pay dividend. The risk free rate is 2.5 percent. Abi has 40 percent standard deviation. what is the put option premium?
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AQA AS Accounting Unit 2 Financial And Management Accounting
Authors: Brendan Casey
1st Edition
1500684260?, 978-1500684266
