Question
Assume a stock trades at $92, the volatility of the stock is 26%, and the risk-free interest rate is 4.3%. What is the Theta
Assume a stock trades at $92, the volatility of the stock is 26%, and the risk-free interest rate is 4.3%. What is the Theta of a $91 strike put option expiring in 142 days if the maturity of the option decreases by 1 day? Please answer to 2 decimal places.
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Applied Linear Algebra
Authors: Peter J. Olver, Cheri Shakiban
1st edition
131473824, 978-0131473829
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