Calculate the prices of 9 month European call and put options using the Black-Scholes pricing formula, given
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Question:
a)Calculate the option price for a call and a put if the strike price is $42.54. Give all answers in dollars and cents to the nearest cent.
Price of a call option = $
Price of a put option = $
b)Calculate the option price for a call and a put if the strike price is $41.40. Give all answers in dollars and cents to the nearest cent.
Price of a call option = $
Price of a put option = $
Related Book For
Microeconomics An Intuitive Approach with Calculus
ISBN: 978-0538453257
1st edition
Authors: Thomas Nechyba
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