Question
Using the following information what is the price of a put with a strike of $140. The risk free rate is 10% S 0 S
Using the following information what is the price of a put with a strike of $140. The risk free rate is 10%
| S0 | S1 | P1 |
|
| 170 |
|
| 130 |
|
|
|
| 95 |
|
A). What is the delta?
B). What is the value of the put?
Please Show Work and Explain!
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Computational Intelligence In Economics And Finance Volume II
Authors: Paul P. Wang, Tzu-Wen Kuo
2007th Edition
3540728201, 978-3540728207
