The current price of a non-dividend paying stock is $540/share. The standard deviation of the stock...
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The current price of a non-dividend paying stock is $540/share. The standard deviation of the stock is 60%. The risk-free rate is 6%. What is the value of a four-month American call option with a strike price of $570/share? The current price of a non-dividend paying stock is $540/share. The standard deviation of the stock is 60%. The risk-free rate is 6%. What is the value of a four-month American call option with a strike price of $570/share?
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Stock price S 540 Strike price K 570 Time to expiration t 412 years 033 years Riskfree rate r 6 St... View the full answer
Related Book For
Fundamentals Of Corporate Finance
ISBN: 9781259087585
6th Canadian Edition
Authors: Stephen Ross, Randolph Westerfield, Bradford Jordan, Gordon Roberts
Posted Date:
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