Question
Compute the prices for a call option based on the following information: Current stock price = $29.00; Exercise price = $30.00; Time to expiration =
Compute the prices for a call option based on the following information:
Current stock price = $29.00; Exercise price = $30.00; Time to expiration = 3 months (91 days); Annual variance = 0.16; Risk-free rate = 2.00% a year. The underlying stock does not pay cash dividend this year.
| a. | C = $0.58 | |
| b. | C = $1.02 | |
| c. | C = $1.94 | |
| d. | C = $2.80 | |
| e. | C = $2.89 |
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The Technology Procurement Handbook A Practical Guide To Digital Buying
Authors: Sergii Dovgalenko
1st Edition
1789662125, 978-1789662122
