You are given the following information. A call option's premium is currently $4, the exercise price equals

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You are given the following information. A call option's premium is currently $4, the exercise price equals $52, the risk free rate is 5%, volatility is 60%, and the time to expiration is nine months. What must the current stock price be equal to?

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Contemporary Engineering Economics

ISBN: 978-0136118480

5th edition

Authors: Chan S. Park

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Question Posted: Apr 21, 2016 07:00 AM

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You are given the following information. A call option's premium is currently $4, the exercise price equals

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Define the option parameters for this op...View the full answer

Contemporary Engineering Economics

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