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The price of XYZ stock is 200 and the risk free rate is 5%. The price of a 2 year european call option on XYZ
The price of XYZ stock is 200 and the risk free rate is 5%. The price of a 2 year european call option on XYZ with a 220 strike price is $15. The price of a 2 year european call option on XYZ with a strike price of $240 is $12. Historic volatility is 14% a. What is the linearly interpolated implied volatility of a 2 year european call option on XYZ with a strike price of $230 ? b. What is the value of the option
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Public Finance A Contemporary Application Of Theory To Policy
Authors: David N Hyman
8th Edition
0324259700, 978-0324259704
