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Mugi's last stock price is $36. The stock has a volatility of 50%. The risk free rate is 3.5%. There are call and put options
Mugi's last stock price is $36. The stock has a volatility of 50%. The risk free rate is 3.5%. There are call and put options with six months maturity and with $45 exercise price. Assume the company does not pay dividend. What is the cumulative normal distribution value for d1?
Question 37 options:
0.3085 | |
0.5793 | |
0.3428 | |
0.6554 |
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