Question
Consider a non-dividend paying stock with current price of $70. Each month, the stock price can either increase or decrease by 3%. Risk-free interest rate
Consider a non-dividend paying stock with current price of $70. Each month, the stock price can either increase or decrease by 3%. Risk-free interest rate is 8%. Find the price of a 6-month European call option with strike price of $79. Solve using Excel
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Consolidated Financial Reporting
Authors: Paul Taylor
1st Edition
1853962503, 9781853962509
