Question
Calculate the price an American call option on a non dividend paying stock with the information below. Stock price is $40 Exercise price is $38
- Calculate the price an American call option on a non dividend paying stock with the information below.
- Stock price is $40
- Exercise price is $38
- Risk free rate is 5%
- Volatility is 20%
- Six months to maturity
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Options Futures And Other Derivatives
Authors: John C. Hull
8th Edition
0132164949, 9780132164948
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