Question
What are the prices of a call option and a put option with the following characteristics? Stock Price = $96 Exercise Price = $78 Risk
What are the prices of a call option and a put option with the following characteristics?
Stock Price = $96
Exercise Price = $78
Risk free rate = 22% per year, compounded continuously
Maturity = 7 months
Standard Deviation = 46%
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International Finance Transactions Policy And Regulation
Authors: Hal S. Scott
18th Edition
1599419750, 978-1599419756
