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Spot price of a particular share is Rs.620 with an exercise price of call option Rs.600 with time to expiration 6 months, risk-free rate of
Spot price of a particular share is Rs.620 with an exercise price of call option Rs.600 with time to expiration 6 months, risk-free rate of return 12% and volatility of the share is 30%. Calculate price of the call option
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Fundamentals of Investing
Authors: Scott B. Smart, Lawrence J. Gitman, Michael D. Joehnk
12th edition
978-0133075403, 133075354, 9780133423938, 133075400, 013342393X, 978-0133075359
