Assume S = $55, K = $55, r = 0.07, = 0.27, div = 0.0, and

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Assume S = $55, K = $55, r = 0.07, σ = 0.27, div = 0.0, and 180 days until expiration. What is the premium on an Asian average price call, where N = 5?

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Derivatives Markets

ISBN: 9789332536746

3rd edition

Authors: Robert McDonald

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Posted Date: Oct 17, 2020 06:47 AM

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Assume S = $55, K = $55, r = 0.07, = 0.27, div = 0.0, and

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Derivatives Markets

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