Question
Consider a call option on a non-dividend-paying stock. If the stocks price equals the strike price what would be the value of N( d 1
Consider a call option on a non-dividend-paying stock. If the stocks price equals the strike price what would be the value of N(d1)?
a. 0.5
b. 0.00
c. Greater than 0.5
d. Less than 0.5
e. Can be greater than or less than 0.5
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Authors: Andrew P.C.
1st Edition
1071003925, 978-1071003923
