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.
no excel show work please
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Personal Financial Planning
Authors: Randy Billingsley, Lawrence J. Gitman, Michael D. Joehnk
15th Edition
978-0357438480, 0357438485
