2) You are looking at a call option with 4 months to maturity, K=62, So=65, 0=35% and r=1%. 2a) What is the probability

Business, Finance, Economics, Accounting, Operations Management, Computer Science, Electrical Engineering, Mechanical Engineering, Civil Engineering, Chemical Engineering, Algebra, Precalculus, Statistics and Probabilty, Advanced Math, Physics, Chemistry, Biology, Nursing, Psychology, Certifications, Tests, Prep, and more.
Post Reply
answerhappygod
Site Admin
Posts: 899603
Joined: Mon Aug 02, 2021 8:13 am

2) You are looking at a call option with 4 months to maturity, K=62, So=65, 0=35% and r=1%. 2a) What is the probability

Post by answerhappygod »

2 You Are Looking At A Call Option With 4 Months To Maturity K 62 So 65 0 35 And R 1 2a What Is The Probability 1
2 You Are Looking At A Call Option With 4 Months To Maturity K 62 So 65 0 35 And R 1 2a What Is The Probability 1 (45.39 KiB) Viewed 40 times
2) You are looking at a call option with 4 months to maturity, K=62, So=65, 0=35% and r=1%. 2a) What is the probability that the option will pay something? 2b) What is the price of the option? 2c) What is the option's delta?
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!
Top
Post Reply

Return to “Archived Questions & Answers”