A stock is currently priced at $69 and has an annual standard deviation of 49 percent....
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A stock is currently priced at $69 and has an annual standard deviation of 49 percent. The dividend yield of the stock is 2.6 percent and the risk-free rate is 4.6 percent. What is the value of a call option on the stock with a strike price of $66 and 73 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.) A stock is currently priced at $69 and has an annual standard deviation of 49 percent. The dividend yield of the stock is 2.6 percent and the risk-free rate is 4.6 percent. What is the value of a call option on the stock with a strike price of $66 and 73 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.)
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Steps Step 1 of 1 Given that Current price of stock 69 Annual stand... View the full answer
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
Posted Date:
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