Question
Black-Scholes Model (LO2, CFA2) A stock with an annual standared deviation of 30 percent currently sells for $67. The risk-free rate is 3 percent. What
Black-Scholes Model (LO2, CFA2) A stock with an annual standared deviation of 30 percent currently sells for $67. The risk-free rate is 3 percent. What is the value of a put option with a strike price of $80 and 60 days to expiration?
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The Oxford Handbook Of Entrepreneurial Finance
Authors: Douglas Cumming
1st Edition
0195391241, 978-0195391244
