You are evaluating an option on WMT with an expiration date that is 40 days from...
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You are evaluating an option on WMT with an expiration date that is 40 days from today. The volatility of WMT stock is 0.14. If you already know the d1 is -14.2. What is the value of d2 for this option? You are evaluating an option on WMT with an expiration date that is 40 days from today. The volatility of WMT stock is 0.14. If you already know the d1 is -14.2. What is the value of d2 for this option?
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To calculate d2 we can use the following formula d2 d1 volatility sqrttime to expiratio... View the full answer
Related Book For
Basic Business Statistics Concepts And Applications
ISBN: 9780132168380
12th Edition
Authors: Mark L. Berenson, David M. Levine, Timothy C. Krehbiel
Posted Date:
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