AAPL current price (S0)=266 Strike (X)=265 Expiration (T) = 9 months SD of AAPL returns (σ) = 20% RF=5% (9 month treasur

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answerhappygod
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AAPL current price (S0)=266 Strike (X)=265 Expiration (T) = 9 months SD of AAPL returns (σ) = 20% RF=5% (9 month treasur

Post by answerhappygod »

AAPL current price
(S0)=266
Strike (X)=265
Expiration (T) = 9 months
SD of AAPL returns (σ) = 20%
RF=5% (9 month treasury bill
rate)
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