Question
Let the asset price be $180 and the strike price $170. Also, let the interest rate is 0.1% per annum, the annual volatility is 18%,
Let the asset price be $180 and the strike price $170. Also, let the interest rate is 0.1% per annum, the annual volatility is 18%, the time to expiry is 6 months and the dividend in 4 months time is $10. The call and put option values with these parameters, using the Black Scholes approach is?
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Fanatical Prospecting The Ultimate Guide To Opening Sales Conversations And Filling The Pipeline By Leveraging Social Selling Telephone Email Text And Cold Calling
Authors: Jeb Blount, Mike Weinberg
1st Edition
1119144752, 978-1119144755
