Question
What is the price of a three-month European call option on a non-dividend-paying stock when the stock price is $52, the strike price is $50,
What is the price of a three-month European call option on a non-dividend-paying stock when the stock price is $52, the strike price is $50, the risk-free interest rate is 12% per annum, and the volatility is 30% per annum?
Select one: a. $4.95 b. $5.00 c. None of the answers provided is correct d. $5.06
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A Guide To Starting Your Hedge Fund
Authors: John Thompson, Erik Serrano Berntsen
1st Edition
0470519401, 978-0470519400
