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The following information pertains to KCB shares: Share price K 62 Strike price K 59 Risk-free interest rate 9% per annum (continuous compounding) Volatility 28%
The following information pertains to KCB shares:
- Share price K 62
- Strike price K 59
- Risk-free interest rate 9% per annum (continuous compounding)
- Volatility 28% per annum
- Time to maturity 3 months
Required:
Use the Black-Scholes-Merton model to calculate the price of the call option.
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The Psychology Of People In Organisations
Authors: Angela Mansi, Melanie Ashleigh
1st Edition
0273755765, 9780273755760
