Using the B-S OPM Excel program calculate the call option price for each stock price shown below.
Question:
Using the B-S OPM Excel program calculate the call option price for each stock price shown below. Assume \(R=3 \%, \sigma=0.50, t=\) 0.25 per year, \(X=\$ 100\), and no dividends.
\[S_{0}=80,85,90,46,95,100,105,110,115, \text { and } 120\]
Comment on the ability of the B-S OPM to capture the features of the call and stock price relations described.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answered By
Mercy Kangai
I provide creative and detailed administrative, web search, academic writing, data entry, Personal assistant, Content writing, Translation, Academic writing, editing and proofreading services. I excel at working under tight deadlines with strict expectations. I possess the self-discipline and time management skills necessary to have served as an academic writer for the past seven years. I can bring value to your business and help solve your administrative assistant issues. I have extensive experience in marketing and small business management.
27+ Reviews
85+ Question Solved
Related Book For 
Question Posted:
