Consider stock S, which is traded at the price of $53. and has a return volatility of 63% pa. The riskfree rate of inter

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answerhappygod
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Consider stock S, which is traded at the price of $53. and has a return volatility of 63% pa. The riskfree rate of inter

Post by answerhappygod »

Consider stock S, which is traded at the price of $53. and has a
return volatility of 63% pa. The riskfree rate of interest is 5%
pa. What is the price of 7-month put option with exercise price of
$44?
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