Question
Given the following information, what is the price of a European put option? Stock price=$32, exercise price=$30, time to expiration=6 months, risk-free rate=5% continuously compounded,
Given the following information, what is the price of a European put option?
Stock price=$32, exercise price=$30, time to expiration=6 months, risk-free rate=5% continuously compounded, standard deviation=30% annually
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Essentials Of Business Analytics
Authors: Jeffrey Camm, James Cochran, Michael Fry, Jeffrey Ohlmann, David Anderson, Dennis Sweeney, Thomas Williams
1st Edition
128518727X, 978-1337360135, 978-1285187273
