Calculate, using the BlackScholes formula, the value of a call option given the following information: Interest rate
Question:
Calculate, using the Black–Scholes formula, the value of a call option given the following information:
Interest rate = 7%
Time to expiration = 90 days
Stock price = $50
Exercise price = $45
Standard deviation = 0.4
What is the price of the put using the same information?
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Related Book For
Investments Analysis And Management
ISBN: 9781118975589
13th Edition
Authors: Charles P. Jones, Gerald R. Jensen
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