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 answers
| What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) |
| Stock price | = | $70 |
| Exercise price | = | $65 |
| Risk-free rate | = | 4.20% per year, compounded continuously |
| Maturity | = | 4 months |
| Standard deviation | = | 60% per year |
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Inside Private Equity
Authors: James M. Kocis, James C. Bachman IV, Austin M. Long III, Craig J. Nickels
1st Edition
0470421894, 978-0470421895
