Question
The current price of a nondividendpaying stock is $30 . Over the next six months it is expected to rise to $36 or fall to
The current price of a nondividendpaying stock is $30. Over the next six months it is expected to rise to $36 or fall to $26. Assume the riskfree rate is 3%. An investor sells call options with a strike price of $32. What is the value of each call option?
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A Practical Guide To Quantitative Finance Interviews
Authors: Xinfeng Zhou
1st Edition
1735028800, 978-1735028804
