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with handwriting solve A stock sells for 110. A call option on the stock has an excrcise price of $105 and cxpires in 43 days.
with handwriting solve A stock sells for 110. A call option on the stock has an excrcise price of $105 and cxpires in 43 days. If the interest rate is 0.11 and the standard deviation of the stocks returns is 0.25, what is the price of the call according to the Black-Scholes model? What would the price of a put with an exercise price of $140 and the same time until expiration?
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The New Public Finance
Authors: Inge Kaul, Pedro Condeicao
1st Edition
0195179978, 978-0195179972
