Question
Consider stock S, which is traded at the price of $45, and has a return volatility of 43% pa. The riskfree rate of interest is
Consider stock S, which is traded at the price of $45, and has a return volatility of 43% pa. The riskfree rate of interest is 3% pa. What is the price of 3-month call option with exercise price of $48?
Write the answer in number, round it to 2 decimal places.
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Finance For Nonprofit Board Members Linking Mission To Money
Authors: Allen J. Proctor
1st Edition
0970603940, 9780970603944
