Question: Calculating Option Values T-bills currently yield 2.1 per cent and the Man Group plc share price is 0.97. There is no possibility that the equity

Calculating Option Values T-bills currently yield 2.1 per cent and the Man Group plc share price is 0.97. There is no possibility that the equity will be worth less than 0.50 per share in one year. (a) What is the value of a call option with a 0.97 exercise price? What is the intrinsic value of a call option with a 0.97 exercise price?

(b) What is the value of a call option with a 0.70 exercise price? What is the intrinsic value of a call option with a 0.70 exercise price?

(c) What is the value of a call option with a 1.10 exercise price? What is the intrinsic value of a call option with a 1.10 exercise price?

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to promote and effect the cohesion of the organization: the corporate glue.

to facilitate a cultural and functional interchange in order to encourage managers to take a fresh look at problems and issues;

to gain top management involvement by ensuring that managers know the global resources of the organization;