What is the price of a European call option with the following parameters? SO = $41 k = $43 r = 10% sigma = 20% - T = 0.
Posted: Tue Apr 26, 2022 10:39 am
What is the price of a European call option with the following parameters? SO = $41 k = $43 r = 10% sigma = 20% - T = 0.5 years (required precision 0.01 +/- 0.01) You Answered Correct Answer 2.36 margin of error +/- 0.01