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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

Posted: Mon Jan 17, 2022 8:08 am
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 42 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?