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please answer all S=51X=50r=2%T=3months=.15 d1=0.3682d2=0.2932N(d1)=0.64N(d2)=0.62 Note: For simplicity the N(d) values have been rounded to two decimal places. 9. If the price of the underlying
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S=51X=50r=2%T=3months=.15 d1=0.3682d2=0.2932N(d1)=0.64N(d2)=0.62 Note: For simplicity the N(d) values have been rounded to two decimal places. 9. If the price of the underlying asset decreases by $1, a. the price of the put option increases by $0.64 b. the price of the call option decreases by $0.64 c. the price of the put option increases by $0.36 d. both c and d e. the option prices do not change because there's only three months to expiration 10. The time premium for the put option is a. $0.00 b. $0.54 c. $1.00 d. $1.79 e. 50.79 11. What is the yield-to-maturity on a 15 -year, zero coupon bond selling for $385 ? The face value is $1000. a. 4/40% b. 5.60% c. 5.97% d. 6.67% e. 37.5% Step by Step Solution
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