Question
What is the price of a European put option on a non-dividend-paying stock when the stock price is $60, the strike price is $65, the
What is the price of a European put option on a non-dividend-paying stock when the stock price is $60, the strike price is $65, the risk-free interest rate is 4% per annum, the volatility is 25% per annum, and the time to maturity is three months?
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Financial Modeling
Authors: Simon Benninga
4th Edition
0262027283, 9780262027281
