Question
Find the maximum possible price for a 6-month put option on non-dividend paying stock with strike price of $27 if the current stock price is
Find the maximum possible price for a 6-month put option on non-dividend paying stock with strike price of $27 if the current stock price is $20, the annual expected stock return is equal to 15%, the variance of annual stock return is 20% and risk-free interest rate is equal to 8%
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International Financial Management
Authors: Cheol S. Eun, Bruce G.Resnick
6th Edition
71316973, 978-0071316972, 78034655, 978-0078034657
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