What is the value of a cash-or-nothing call that promises to pay $100 if the price of
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What is the value of a cash-or-nothing call that promises to pay $100 if the price of a non-dividend-paying stock is above $50 in three months? The current stock price is $50, the risk-free rate is 4%, and the stock price volatility is 20%.
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Related Book For
Fundamentals Of Futures And Options Markets
ISBN: 9781292422114
9th Global Edition
Authors: John Hull
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