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no excel please 28.13. For a 6-month European gap put option on a stock: (1) The stock's price is 65. (1) The trigger is 60.
no excel please
28.13. For a 6-month European gap put option on a stock: (1) The stock's price is 65. (1) The trigger is 60. (ii) o=0.25 (iv) The continuous annual dividend rate for the stock is 0.02 (v) The continuously compounded risk-free interest rate is 0.06. (vi) Options are priced using the Black-Scholes formula. Determine the strike price to make the option price 0 Step by Step Solution
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