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Question 12 (20 points) If the risk-free rate is currently 2 per cent and the share return volatility (variance) of Hill's ordinary shares was 5.00
Question 12 (20 points) If the risk-free rate is currently 2 per cent and the share return volatility (variance) of Hill's ordinary shares was 5.00 per cent per annum, what would be the traded price of the Hill call option? (20') Question 12 (20 points) If the risk-free rate is currently 2 per cent and the share return volatility (variance) of Hill's ordinary shares was 5.00 per cent per annum, what would be the traded price of the Hill call option? (20')
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