Question
When the non-dividend paying stock price is $25, the strike price is $25, the risk-free rate is 2%, the volatility is 30% and the time
When the non-dividend paying stock price is $25, the strike price is $25, the risk-free rate is 2%, the volatility is 30% and the time to maturity is 6 months which of the following is the price of a European put option on the stock
Group of answer choices
25N(0.15) - 24.75N(-0.06)
25N(-0.15) - 24.75N(0.06)
24.75N(0.06) - 25N(-0.15)
24.75N(0.15) - 25N(-0.15)
25N(0.15) - 25N(-0.06)
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International Financial Management
Authors: Jeff Madura
10th Edition
1439038333, 9781439038338
