Question
Use the Black-Scholes Model to find the price for a call option with the following inputs: (1) Current stock price is $22, (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 $22,
(2) Strike price is $20,
(3) Time to expiration is 6 months,
(4) Annualized risk-free rate is 5%,
(5) STANDARD deviation of stock return is 0.7
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Handbook Of Digital Currency Bitcoin Innovation Financial Instruments And Big Data
Authors: David Lee Kuo Chuen
1st Edition
0128021179, 978-0128021170
