Question
What are the prices of a call option and a put option with the following characteristics? Stock price=$64 Exercise price =$60 Risk-free rate=2.7% per year
What are the prices of a call option and a put option with the following characteristics?
Stock price=$64
Exercise price =$60
Risk-free rate=2.7% per year compounded continuously.
Maturity=4 months
Stander deviation of =62% per year.
Call price?
put price?
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Introduction To Blockchain The Main Concepts Of Blockchains Bitcoin And Cryptocurrencies
Authors: Norman Guagliano
1st Edition
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