The stock price is currently $80. The standard deviation of stock returns is 50%. The 1-year interest rate is 6%. What s
Posted: Sun Apr 17, 2022 6:18 pm
The stock price is currently $80. The standard deviation of stock returns is 50%. The 1-year interest rate is 6%. What should be the price of a put on one share with a maturity of 1 year and the strike price of $85? Use two decimal places.