Question
You are to calculate the price of a put option (European) on a stock that does not pay dividends when the stock price is $69,
You are to calculate the price of a put option (European) on a stock that does not pay dividends when the stock price is $69, the exercise price is $70, the annual risk-free interest rate is 5%, the annual volatility is 35%, and the time to maturity is six months?
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Crypto Asset Investing In The Age Of Autonomy
Authors: Jake Ryan
1st Edition
1119705363, 978-1119705369
