Question: Exxon Mobile (XOM) stock and options data is provided below. INPUTS Standard deviation (annual, ) 23.50% Expiration (in years, T) 1.000 Risk-free rate (annual, Rf)
Exxon Mobile (XOM) stock and options data is provided below. INPUTS Standard deviation (annual, ) 23.50% Expiration (in years, T) 1.000 Risk-free rate (annual, Rf) 1.22% Stock Price (P) 142.07 Exercise price (X) 150 Dividend yield (annual, ) 1.54% What is the XOM Put value? Enter your answer in the following format: 12.34 Hint: Answer is between 17.50 and 23.97
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