Question
What is a lower bound for the price of a 9-month European call option on a non-dividend-paying stock when the stock price is $65, the
What is a lower bound for the price of a 9-month European call option on a non-dividend-paying stock when the stock price is $65, the strike price is $57, and the risk-free interest rate is 1% per annum (continuously compounded)?
call option lower bound is ?
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Fundamentals Of Futures And Options Markets
Authors: John Hull
9th Global Edition
1292422114, 9781292422114
