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D Question 25 Using the following information, calculate the value of a European call option: . Stock price-$100 . Exercise price-$95 Interest rate-10% Dividend yield
D Question 25 Using the following information, calculate the value of a European call option: . Stock price-$100 . Exercise price-$95 Interest rate-10% Dividend yield 0% . Div Time to expiration-one-quarter year Standard deviation-60% O $13.70 O $15.53 0.4043 O 0.1 No new data to save. Last checked at
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Quantitative Financial Risk Management
Authors: Constantin Zopounidis, Emilios Galariotis
1st Edition
1118738187, 978-1118738184
