What is the price of an option with the following characteristics? Stock price = $86 Exercise price = $90 Risk-free rate
Posted: Mon May 02, 2022 8:52 am
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