Question
what is the price of a European put option on a non-dividend paying stock when the price is $69, the strike price is $75, the
what is the price of a European put option on a non-dividend paying stock when the price is $69, the strike price is $75, the risk free interest rate is 5% per annum, the volatility is 35% per annum and the time to maturity is six months?
A. 6.40
B. 5.12
C. 9.27
D. 6
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Contemporary Financial Management
Authors: R. Charles Moyer, James R. McGuigan, Ramesh P. Rao
14th edition
1337090581, 978-1337090582
