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What is the put option premium given the following information? Stock price $ 17 Strike price $ 22 Standard deviation 25 % Risk-free rate 1.1
What is the put option premium given the following information?
| Stock price | $ | 17 | |
| Strike price | $ | 22 | |
| Standard deviation | 25 | % | |
| Risk-free rate | 1.1 | % | |
| Dividend yield | 0 | % | |
| Time (years) | .25 | ||
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The Oxford Handbook Of Sovereign Wealth Funds
Authors: Douglas J. Cumming, Geoffrey Wood, Igor Filatotchev, Juliane Reinecke
1st Edition
0198754809, 978-0198754800
