Using the Black-Scholes formula, obtain the call and put price of an option with the following information:

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Using the Black-Scholes formula, obtain the call and put price of an option with the following
information:
a. Stock Price $58
b. Exercise price $60
c. Time to expiration 124 days
d. Volatility 12%
and. Risk free rate 4%

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Market Practice In Financial Modelling

ISBN: 9789814366540

1st Edition

Authors: Tan Chia Chiang

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Posted Date: Mar 15, 2024 07:24 AM

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Using the Black-Scholes formula, obtain the call and put price of an option with the following information:

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Market Practice In Financial Modelling

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