Question
Using the Black-Scholes formula, obtain the call and put price of an option with the following information: a. Stock Price $58 b. Exercise price $60
information:
a. Stock Price $58
b. Exercise price $60
c. Time to expiration 124 days
d. Volatility 12%
and. Risk free rate 4%
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Market Practice In Financial Modelling
Authors: Tan Chia Chiang
1st Edition
9814366544, 978-9814366540
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