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S = $23.50, =0.24, r = 0.055, the stock pays a 2.5% continuous dividend and the option with strike $ 25 expires in 3 months,
S = $23.50,
=0.24, r = 0.055, the stock pays a 2.5% continuous dividend and the option with strike $ 25 expires in 3 months, what is d1 by the
Black-Scholes formula?
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Financial and Management Accounting
Authors: Pauline Weetman
7th edition
1292086599, 978-1292086590
