11 Shares of Angel Eyes Inc are currently trading at $86 with volatility of returns of 20 per annum The annual continuously compounded risk free rate of interest is 1 5 (a) What, according to the Black Scholes option pricing model, will be the price of a 6 month European style put option on Angel ...

a Price of the put option S0 Nd2 K erT Nd1 86 N08485 95 e001505 N07936 86 02914 95 06946 04463 86 02 ...

11. Shares of Angel Eyes Inc. are currently trading at $86 with volatility of returns of...

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Derivatives Markets

ISBN: 978-0321543080

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Authors: Rober L. Macdonald

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