Question
Relying on the given N(d) table use the Black Scholes Option Pricing model fir this problem. Given S=113, X=100 T=60 r=2.5%. No dividends will be
Relying on the given N(d) table use the Black Scholes Option Pricing model fir this problem. Given S=113, X=100 T=60 r=2.5%. No dividends will be paid before the option expires . The value of the put option is ( round to the 10th nearest digit and pick the nearest answer
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Financial Reporting and Analysis
Authors: Lawrence Revsine, Daniel Collins, Bruce Johnson, Fred Mittelstaedt, Leonard Soffer
7th edition
1259722651, 978-1259722653
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