Question
Wilt's has a stock price of $38 a share. The 9-month options have a strike price of $45. The risk-free rate is 3.2 percent, the
Wilt's has a stock price of $38 a share. The 9-month options have a strike price of $45. The risk-free rate is 3.2 percent, the standard deviation is 21 percent, N(d1) is 0.23985 and N(d2) is 0.18710. What is the call price?
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Islamic FinanceA Practical Perspective
Authors: Nafis Alam, Lokesh Gupta, Bala Shanmugam
1st Edition
3319665588, 9783319665580
