Question: please answer both questions. upvote and good feedback will be given for trying and helping. Mallomana 23. What is the price of a European put
Mallomana 23. What is the price of a European put option on a non-dividend- paying stock when the stock price is $68, the strike price is $72, the risk-free interest rate is 6% per annum, the volatility is 30% per annum, and the time to maturity is six months? A. 8.74 B. 6.81 C. 5.54 D. 5.71 E. 4.16 24. What is the price of a European put option on a non-dividend- paying stock when the stock price is $68, the strike price is $70, the risk-free interest rate is 8% per annum, the volatility is 40% per annum, and the time to maturity is three months? A. 5.08 B. 6.29 C. 3.54 D. 4.71 E. 5.75 Mallomana 23. What is the price of a European put option on a non-dividend- paying stock when the stock price is $68, the strike price is $72, the risk-free interest rate is 6% per annum, the volatility is 30% per annum, and the time to maturity is six months? A. 8.74 B. 6.81 C. 5.54 D. 5.71 E. 4.16 24. What is the price of a European put option on a non-dividend- paying stock when the stock price is $68, the strike price is $70, the risk-free interest rate is 8% per annum, the volatility is 40% per annum, and the time to maturity is three months? A. 5.08 B. 6.29 C. 3.54 D. 4.71 E. 5.75
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