Question
If you assume the stock is priced today at BD 62. The stock has an option that has an exercise price of BD 60 and
If you assume the stock is priced today at BD 62. The stock has an option that has an exercise price of BD 60 and will expire 42 days from now. The same stock has a volatility of 32% and is currently trading in a period where the risk-free rate is 4%. Use the investment skills to investigate the value of the option if it is a call option?
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Options Futures And Other Derivatives
Authors: John Hull
11th Global Edition
1292410655, 9781292410654
