You wish to buy a 3-month call option on XYZ Inc. stock with X=$100. The risk-free interest
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You wish to buy a 3-month call option on XYZ Inc. stock with X=$100. The risk-free interest rate is 5%, the standard deviation of the stock is 30%, and N(d2) is 0.2676.
What would be the current stock price of XYZ Inc.?
Related Book For
Finance Applications and Theory
ISBN: 978-0077861681
3rd edition
Authors: Marcia Cornett, Troy Adair
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