You work on the option desk for a trading company analyzing a stock with current price $38
Fantastic news! We've Found the answer you've been seeking!
Question:
interest rates are 1%
the option expires in 4 months
underlying annual volatility is 25%
Related Book For
Investment Analysis and Portfolio Management
ISBN: 978-0538482387
10th Edition
Authors: Frank K. Reilly, Keith C. Brown
Posted Date: