Question
claire johnston wants to buy a european call and put option on a no dividend paying share to which the following information pertains share price
claire johnston wants to buy a european call and put option on a no dividend paying share to which the following information pertains share price R162 ,strike price R159, Risk free interest rate 8.5% per annum , volatility 30% per annum , time to maturity 4 months.
calculate the price of the European call and put options using of the black scholes model round of to four decimals
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Fundamentals of Financial Management
Authors: Eugene F. Brigham, Joel F. Houston
12th edition
978-0324597714, 324597711, 324597703, 978-8131518571, 8131518574, 978-0324597707
