Question
Use the Black-Scholes Model to find the price for a call option with the following inputs: (1) Current stock price is $30, (2) Strike price
Use the Black-Scholes Model to find the price for a call option with the following inputs:
(1) Current stock price is $30,
(2) Strike price is $35,
(3) Time to expiration is 4 months,
(4) Annualized risk-free rate is 5%, and
(5) variance of stock return is .25.
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The Handbook Of Portfolio Mathematics
Authors: Vince
1st Edition
0471757683, 978-0471757689
