Consider a two-year European put option on Cat Corp shares. The current Cat Corp stock price is
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Question:
(a) What is the value of the option at the end of first year assuming the stock price increases in the first year ?
(b) What is the current value of the option ?
Related Book For
Data Analysis and Decision Making
ISBN: 978-0538476126
4th edition
Authors: Christian Albright, Wayne Winston, Christopher Zappe
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