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Assignment on Black and Sholes Model: 1. S0=100;K=100;V=30%;t=0.25;R=5%;C0= ? 2. S1=101;K=100;V=30%;t=0.25;R=5%;C1= ? 3. S1=99;K=100;V=30%;t=0.25;R=5%;C2= ? Calculate d1 Calculate d2 Find N(d1) Find N(d2) Find C

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Assignment on Black and Sholes Model: 1. S0=100;K=100;V=30%;t=0.25;R=5%;C0= ? 2. S1=101;K=100;V=30%;t=0.25;R=5%;C1= ? 3. S1=99;K=100;V=30%;t=0.25;R=5%;C2= ? Calculate d1 Calculate d2 Find N(d1) Find N(d2) Find C

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