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The Warehouse is currently trading at $2.38. The company plans to pay a dividend in 2 months time of $0.06. Continuously compounded interest rates are
The Warehouse is currently trading at $2.38. The company plans to pay a dividend in 2 months time of $0.06. Continuously compounded interest rates are 6.1%, and the volatility of Warehouse stock is 25.4%. Price a six month American call option written on the Warehouse, with strike price $2.40, using Blacks approximation
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Clever Girl Finance Learn How Investing Works Grow Your Money
Authors: Bola Sokunbi
1st Edition
1119696739, 978-1119696735
