The current stock price of Well-Tempered Flugelhorns (WTF) is $40 with an instantaneous standard deviation of 20%.

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The current stock price of Well-Tempered Flugelhorns (WTF) is $40 with an instantaneous standard deviation of 20%. If the risk-free rate is 3%, what is the value of a put option with an exercise price of $45 that expires in 6 months?

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Practical Management Science

ISBN: 978-1305250901

5th edition

Authors: Wayne L. Winston, Christian Albright

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Posted Date: Feb 26, 2024 04:32 AM

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The current stock price of Well-Tempered Flugelhorns (WTF) is $40 with an instantaneous standard deviation of 20%.

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To calculate the value of a put option using the BlackScholes option pricing model we need the follo... View the full answer

Practical Management Science

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