Question
The current price of a stock is $100. What is the Black-Scholes model price of a six-month put option at strike $98, given an interest
The current price of a stock is $100. What is the Black-Scholes model price of a six-month put option at strike $98, given an interest rate of 2% ? The volatility is 45%.
$14.00
$11.73
$11.68
$11.02
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Lessons In Corporate Finance
Authors: Paul Asquith, Lawrence A. Weiss
2nd Edition
1119537835, 978-1119537830
