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please help questions #9-10 QUESTION 9 15 points Save Answer A European PUT option written on one share of Deadwood Lumber Co. stock has the
please help questions #9-10
QUESTION 9 15 points Save Answer A European PUT option written on one share of Deadwood Lumber Co. stock has the following parameter values: S $28, X = $30, r = 5% p.a., 7= 20%p.a., T = 3 months. Find the premium of this option, rounded to 2 decimals (e.g., 1.15 do NOT include a dollar sign in your answer). NOTE: Use the continuous time version of the Black-Scholes and Put-Call Parity equations (i.e., do NOT use the book's version) QUESTION 10 6 points Save Answer A put option expires $13 in the money, meaning that the option's payoff is $13. What is the payoff at expiration of the "corresponding" call option; that is, a call option with the exact same parameter values as the put option? QUESTION 9 15 points Save Answer A European PUT option written on one share of Deadwood Lumber Co. stock has the following parameter values: S $28, X = $30, r = 5% p.a., 7= 20%p.a., T = 3 months. Find the premium of this option, rounded to 2 decimals (e.g., 1.15 do NOT include a dollar sign in your answer). NOTE: Use the continuous time version of the Black-Scholes and Put-Call Parity equations (i.e., do NOT use the book's version) QUESTION 10 6 points Save Answer A put option expires $13 in the money, meaning that the option's payoff is $13. What is the payoff at expiration of the "corresponding" call option; that is, a call option with the exact same parameter values as the put optionStep by Step Solution
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