Question
Suppose a stock with an annual volatility of 30%, is trading at $30 and do not pay dividend. Annual risk-free rate is rf = 2%.
Suppose a stock with an annual volatility of 30%, is trading at $30 and do not pay dividend. Annual risk-free rate is rf = 2%. Use the Black-Scholes formula to find the value of a call and put options with a strike price of K = $55 and time to maturity of 18 months.
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Negative Interest Rates And Financial Stability Lessons In Systemic Risk
Authors: Karol Rogowicz, Malgorzata Iwanicz Drozdowska
1st Edition
1032319496, 1000787826, 9781032319490, 9781000787825
