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Consider the following information: Stock price = $45 Exercise price = $41 Risk-free rate = 6% per year, compounded continuously Maturity = 5 months Standard
| Consider the following information: |
| Stock price = | $45 |
|---|---|
| Exercise price = | $41 |
| Risk-free rate = | 6% per year, compounded continuously |
| Maturity = | 5 months |
| Standard deviation = | 59% per year |
| What is the price of a call option? |
| What is the price of a put option? |
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Real Estate Finance And Investments
Authors: William Brueggeman, Jeffrey Fisher
13th Edition
0073524719, 9780073524719
