Question
What is the price of a European call option on a non- dividend-paying stock when the stock price is $51, the strike price is $50,
What is the price of a European call option on a non- dividend-paying stock when the stock price is $51, the strike price is $50, the risk-free interest rate is 10% per annum, the volatility is 30% per annum, and the time to maturity is three months?
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Foundations of Financial Management
Authors: Stanley Block, Geoffrey Hirt, Bartley Danielsen
16th edition
125927716X, 978-1259687969, 1259687961, 978-1259277160
