A European call option is written on a stock whose current price S = 80. The exercise
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A European call option is written on a stock whose current price S = 80. The exercise price X = 80, the interest rate r = 8%, and the time to option exercise T = 1. The stock is assumed to pay a dividend of 3 at time t = ½. Use Proposition 7 to determine the minimum price of the call option.
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The minimum value of an option is zero This is because ...View the full answer
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Dudhat Vaidehi
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