subject
Business, 27.08.2019 00:20 acaciafiedler2003

The stock price five months from the expiration of an option is $42, the exercise price of the option is $40, the continuously compounded risk-free interest rate is 11% per annum, and the volatility () is 21% per annum. a. calculate the price of the option if it is a european call. b. calculate the price of the option if it is a european put.

ansver
Answers: 2

Other questions on the subject: Business

image
Business, 22.06.2019 01:00, nikki225
Which type of data is generally stored in different file formats, such as text files, spreadsheets, and so on?
Answers: 3
image
Business, 22.06.2019 01:00, hannahv10
The law says your employer is responsible for providing you with a safe and healthy workplace. true or false?
Answers: 1
image
Business, 22.06.2019 10:50, stodd9503
Explain whether each of the following events increases, decreases, or has no effect on the unemployment rate and the labor-force participation rate. a. after a long search, jon finds a job. b. tyrion, a full-time college student, graduates and is immediately employed. c. after an unsuccessful job search, arya gives up looking and retires. d. daenerys quits her job to become a stay-at-home mom. e. sansa has a birthday, becomes an adult, but has no interest in working. f. jaime has a birthday, becomes an adult, and starts looking for a job. g. cersei dies while enjoying retirement. h. jorah dies working long hours at the office.
Answers: 2
image
Business, 22.06.2019 15:00, Jocelynrichards
Why entrepreneurs start businesses. a) monopolistic competition b) perfect competition c) sole proprietorship d) profit motive
Answers: 1
You know the right answer?
The stock price five months from the expiration of an option is $42, the exercise price of the optio...

Questions in other subjects: