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let S= $39, s=25% r=8% and d=3%(continuously compounded). compute the black- Scholes game(G) of a $35 strike European put option with 3 months until expiration.
let S= $39, s=25% r=8% and d=3%(continuously compounded). compute the black- Scholes game(G) of a $35 strike European put option with 3 months until expiration. choose
a 0.0740
b 0.0540
c 0.1727
d ~0.1508
e 0.0479
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Personal Finance An Integrated Planning Approach
Authors: Ralph R Frasca
8th edition
136063039, 978-0136063032
