What is the price of an option with the following characteristics? Stock price = $86 Exercise price = $90 Risk-free rate
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What is the price of an option with the following characteristics? Stock price = $86 Exercise price = $90 Risk-free rate
What is the price of an option with the following characteristics? Stock price = $86 Exercise price = $90 Risk-free rate = 5% per year, compounded continuously Maturity = 4 months Standard deviation = 48% per year
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