Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Cloudflare, Inc. common stock currently sells for $71.88 per share, and the standard deviation of returns is 52.58%. A put option with a strike price
Cloudflare, Inc. common stock currently sells for $71.88 per share, and the standard deviation of returns is 52.58%. A put option with a strike price of $80 is currently trading on the market. The option expires in three months, and the risk-free rate of return is 3.5%. Cloudflare does not pay a dividend. What is the theta () for this put option? Group of answer choices -15.4926 16.5658 -13.7902 -12.7170
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started