Question
suppose that call options on ExxonMobil stock with time to expiration 3 months and strike price R90. ExxonMobil stock currently is R90 per share, the
suppose that call options on ExxonMobil stock with time to expiration 3 months and strike price R90. ExxonMobil stock currently is R90 per share, the risk free rate is 4%. if you believe the true volatility of the stock is 32%. calculate the value to all option using e black scholes model
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Investment Analysis and Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown, Sanford J. Leeds
11th Edition
1305262999, 1305262997, 035726164X, 978-1305262997
