Question
What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answer
What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answer to 2 decimal places?
Stock price = $84
Exercise price = $80
Risk-free rate = 4.90% per year, compounded continuously
Maturity = 4 months
Standard deviation = 63% per year
Call price $_____
Put price $______
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Urban Infrastructure Finance And Management
Authors: K. Wellman, Marcus Spiller
1st Edition
0470672188, 978-0470672181
