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Assume a stock trades at $95, the volatility of the stock is 36%, and the risk-free interest rate is 4.2%. What is the Vega of
Assume a stock trades at $95, the volatility of the stock is 36%, and the risk-free interest rate is 4.2%. What is the Vega of a $86 strike call option expiring in 172 days if the volatility of the st...
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Survey of Accounting
Authors: Thomas P. Edmonds, Frances M. McNair, Philip R. Olds, Bor Yi
3rd Edition
978-1259683794, 77490835, 1259683796, 9780077490836, 978-0078110856
