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What is the price of a put option expiring in 3 months with a strike of 100 volatility of 20% if the current stock price
What is the price of a put option expiring in 3 months with a strike of 100 volatility of 20% if the current stock price is 120 using the BS formula if the risk free rate is 3%? 2. What is the hedge r...
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Fundamentals of Investments Valuation and Management
Authors: Bradford D. Jordan, Thomas W. Miller
5th edition
978-0077283292
