Question
Can somebody help me Ricardo International would like you to demonstrate your knowledge of the Black-Scholes option pricing model by finding the call price of
Can somebody help me
Ricardo International would like you to demonstrate your knowledge of the Black-Scholes option pricing model by finding the call price of an U.S. call option with the following characteristics:
- stock price = $60
- exercise price = $60
- risk-free rate is 12%
- volatility (variance of stock returns) = 9% per year
- time to maturity = 6 months
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
