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Assuming the following parameters for pricing a call option on Microsoft stock: Current stock price $311 Implied Volatility: 25% Risk-free rate: 5.125% The put of
Assuming the following parameters for pricing a call option on Microsoft stock:
Current stock price $311 Implied Volatility: 25% Risk-free rate: 5.125%
The put of a 3-month call, with a strike price of $325, on Micosoft is closest to
$21.16 | ||
$6.26 | ||
$14.12 | ||
$11.30 |
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