Question
When the non-dividend paying stock price is $20, the strike price is $20, the risk-free rate is 5%, the volatility is 20% and the time
When the non-dividend paying stock price is $20, the strike price is $20, the risk-free rate is 5%, the volatility is 20% and the time to maturity is 3 months which of the following is the price of a European put option on the stock
| a. | 19.7N(-0.1)-20N(-0.2) | |
| b. | 20N(-0.1)-20N(-0.2) | |
| c. | 19.7N(-0.2)-20N(-0.1) | |
| d. | 20N(-0.2)-20N(-0.1) |
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Microeconomics: An Intuitive Approach With Calculus
Authors: Thomas Nechyba
2nd Edition
1305650468, 978-1305650466
