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Posted on Aug 09, 2024

consider a stock that is trading at a share. using the quarterly returns, you estimated the sample quarterly standard deviation of return to be percent.

consider a stock that is trading at a share. using the quarterly returns, you estimated the sample quarterly standard deviation of return to be

percent. the-month nominal risk-free interest rate is 9 percent.

a. find the value of a 4-month European call on the stock with exercise or strike price equal to$42,

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