Question
Find the price of a 6-month European call option with strike price of X=$45if the current stock price is $60, it can be either $85
Find the price of a 6-month European call option with strike price of X=$45if the current stock price is $60, it can be either $85 or $55 in 6 month and the risk-free interest rate is 10%
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Fundamentals Of Corporate Finance
Authors: Robert Parrino, David S. Kidwell, Thomas W. Bates
5th Edition
1119795435, 978-1119795438
