Question
Use the Black-Scholes formula to the value of a call option given the following information: T= 6 months standard deviation=44% Exercise price=46 Stock price=46 Interest
Use the Black-Scholes formula to the value of a call option given the following information:
T= 6 months
standard deviation=44%
Exercise price=46
Stock price=46
Interest rate=4%
Use the information in the previous question to find the time value of a six month European put on the same stock with an exercise price of $46. Do not enter a dollar sign when inputting your answe
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Healthcare Finance An Introduction To Accounting And Financial Management
Authors: Louis Gapenski
1st Edition
1567930905, 978-1567930900
