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Using the BSOPM, compute the value of a 3 month call option with a strike price of 45 on a stock with a current price
Using the BSOPM, compute the value of a 3 month call option with a strike price of 45 on a stock with a current price of $50 and a standard deviation of .1. The risk free rate is 6%. $ 5.56 $ 5.20 ...
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Derivatives Markets
Authors: Rober L. Macdonald
4th edition
321543084, 978-0321543080
