Question
When the non-dividend paying stock price is $20, the strike price is $20, the risk-free rate is 6%, 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 6%, the volatility is 20% and the time to maturity is 3 months which of the following is the price of a European call option on the stock
A. 20N(0.1)-19.7N(0.2)
B. 20N(0.2)-19.7N(0.1)
C. 19.7N(0.2)-20N(0.1)
D. 19.7N(0.1)-20N(0.2)
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
9781285586618
