Question
Suppose the non-dividend paying stock price is $20, a European call option's strike price is $20, the risk-free rate is 6%, the volatility is 20%
Suppose the non-dividend paying stock price is $20, a European call option's strike price is $20, the risk-free rate is 6%, the volatility is 20% and the time to maturity is 3 months. What is the price of a European call option on the stock?
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Intermediate Financial Management
Authors: Eugene F Brigham, Phillip R Daves
9th Edition
032431986X, 9780324319866
