Question
Compute the price of the call and put option for assets A and B, and the Ds, Ws, bs. and ss for each option. A
Compute the price of the call and put option for assets A and B, and the Ds, Ws, bs. and ss for each option.
| A | B | |
| S | 45 | 90 |
| bstock | 1.35 | 0.80 |
| K | 50 | 87.5 |
| r | 1.75% | 1.75% |
| t | 0.75 | 0.50 |
| sstock | 0.75 | 0.55 |
| d | 0.25% | 0.00% |
| C | ||
| P | ||
| Dcall | ||
| Dput | ||
| Wcall | ||
| Wput | ||
| bcall option | ||
| bput option | ||
| scall option | ||
| sput option |
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Public Finance And Public Policy
Authors: Jonathan Gruber
7th Edition
1319281109, 9781319281106
