A stock price is currently $25. It is known that at the end of two months it
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A stock price is currently $25. It is known that at the end of two months it will be either $23 or $27. The risk-free interest rate is 10% per annum with continuous compounding. Suppose ST is the stock price at the end of two months. What is the value of a derivative that pays off S2T at this time?
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Sumit kumar
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QUATERNARY Pursuing M.Tech.(2017-2019) in Electronics and Communication Engg. (VLSI DESIGN) from
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TERTIARY B.Tech. (2012-2016) in Electronics and Communication Engg. from GLBITM Greater Noida
SECONDARY Senior Secondary School Examination (Class XII) in 2012 from R.S.S.Inter College, Noida
ELEMENTARY Secondary School Examination (Class X) in 2010 from New R.J.C. Public School ,Noida
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