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You are given the following information: stock price is $33, strike price is $30, volatility is 25% (annual), risk free interest rate is 8%
You are given the following information: stock price is $33, strike price is $30, volatility is 25% (annual), risk free interest rate is 8% (annual), dividend yield is 0%, T is 180 days. Calculate the following: a) European Call Option Price b) Market maker's 1-day gain/loss on 10 shares if the stock price went up to $34. Assume market maker is short call options. Assume C = 5.67
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a European Call Option Price To calculate the European call option price we can use the BlackScholes ...
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
