Question
What is the price of a European put option on a non-dividend-paying stock when the stock price is $100, the strike price is $100, the
What is the price of a European put option on a non-dividend-paying stock when the stock price is $100, the strike price is $100, the risk-free interest rate is 8% per annum, the volatility is 25% per annum, and the time to maturity is 1 month? (Use the Black-Scholes formula.)
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Options Futures And Other Derivatives
Authors: John C. Hull
11th Edition
013693997X, 9780136939979
