Question
Q4. A stock is trading at $40. The exercise price of its call option is $36. . The expiration is six months. The std dev
Q4. A stock is trading at $40. The exercise price of its call option is $36. . The expiration is six months. The std dev is 12% The annual interest rate is 10%. There is no dividend involved. In this case, according to B&S model, the price of the call option should be $
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The Analysis And Use Of Financial Statements
Authors: Gerald I. White, Ashwinpaul C. Sondhi, Haim D. Fried
3rd Edition
0471375942, 978-0471375944
