A European PUT option written on one share of Deadwood LumberCo. stock has the following parameter values:
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A European PUT option written on one share of Deadwood LumberCo. stock has the following parameter values: S = $28, X = $30, r =5% p.a., sigma = 40% p.a., T = 6 months. Find the premium of thisoption, rounded to 2 decimals
Related Book For
Essentials of Business Analytics
ISBN: 978-1285187273
1st edition
Authors: Jeffrey Camm, James Cochran, Michael Fry, Jeffrey Ohlmann, David Anderson, Dennis Sweeney, Thomas Williams
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