- Q7 On Friday Nov 2 2018 Stock Acdc Was Trading For 25 Share 1 Acdc S Annual Vol Was O 53 2 T Bills Traded On 1 (159.75 KiB) Viewed 34 times
Q7. On Friday, NOV 2, 2018 stock ACDC was trading for $25/share. 1. ACDC's annual VOL was: o = 53%. 2. T-bills traded on
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Q7. On Friday, NOV 2, 2018 stock ACDC was trading for $25/share. 1. ACDC's annual VOL was: o = 53%. 2. T-bills traded on
Q7. On Friday, NOV 2, 2018 stock ACDC was trading for $25/share. 1. ACDC's annual VOL was: o = 53%. 2. T-bills traded on NOV 2, 2018 were: With maturity on TH, DEC 20, 2018, exactly 49 days from today; With the BID and ASK annual risk-free rates of: RB = 3.19%; RA = 3.16%. These rates were annual rates with a simple compounding. 3. The DEC options expired in 50 days on FR, DEC 21, 2018. Calculate the Black-Scholes-Merton price of the at-the money DEC call and put. In your calculations, show the use of the INTERPOLATION needed to calculate N(D1) and N(D2). The Normal tables are posted on Blackboard.