What is the price of a European call option with the following parameters? SO = $41 k = $43 r = 10% sigma = 20% - T = 0.
-
answerhappygod
- Site Admin
- Posts: 899604
- Joined: Mon Aug 02, 2021 8:13 am
What is the price of a European call option with the following parameters? SO = $41 k = $43 r = 10% sigma = 20% - T = 0.
What is the price of a European call option with the following parameters? SO = $41 k = $43 r = 10% sigma = 20% - T = 0.5 years (required precision 0.01 +/- 0.01) You Answered Correct Answer 2.36 margin of error +/- 0.01
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!