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Consider a one-period call option on GG ltd. stock that is struck at $91, written on an underlying asset currently priced at $91. Next period
Consider a one-period call option on GG ltd. stock that is struck at $91, written on an underlying asset currently priced at $91. Next period the underlying asset will either move up to $100 or down to $85, though you do not know which or the probability of either. What is the price today of the call if the risk free rate is 5%? In Dollars and Cents.
Consider a one-period call option on GG ltd. stock that is struck at $91, written on an underlying asset currently priced at $91. Next period the underlying asset will either move up to $100 or down to $85, though you do not know which or the probability of either. What is the price today of the call if the risk free rate is 5%? In Dollars and Cents.
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