If the spot price of an underlying is $100 and its volatility is 20%. Interest rates are

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If the spot price of an underlying is $100 and its volatility is 20%. Interest rates are at 5% with continuous compounding. What is the fair price for a three month call option with a strike price of $105. Show your calculations.

Posted Date: May 19, 2024 01:16 AM

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If the spot price of an underlying is $100 and its volatility is 20%. Interest rates are

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