Premiums for stock XYZ options with 1 year to expiration Strike Call 9 12 35 40 6 22 45 4 08 Assume the effective annual interest rate is 8 and the current spot price stock XYZ is 40 What is the range of spot price stock XYZ at maturity when a call option with strike price 45 has not only a higher...

To find the range of spot prices at maturity where the call option with a strike price of 45 has a h ...

Premiums for stock XYZ options with 1 year to expiration: Strike ....... Call ..... 9.12..... *****...

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Derivative Pricing

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