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QUESTION 18 What is the call option premium given the following information? Stock price $ 65.57 Strike price $ 66.00 Volatility 23 % Dividend Yield
QUESTION 18
What is the call option premium given the following information?
| Stock price | $ | 65.57 | |
| Strike price | $ | 66.00 | |
| Volatility | 23 | % | |
| Dividend Yield | 0 | ||
| Time (years) | .25 | ||
| Risk-free Rate | 1.00 | % | |
| A. | $2.88 | |
| B. | $3.56 | |
| C. | $5.60 | |
| D. | $7.87 |
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Key Financial Market Concepts
Authors: Bob Steiner
2nd Edition
0273750127, 978-0273750123
