of a $35 strike call? Assume S = $38.50, = 0.25, r = 0.06, the stock pays no dividend andthe option e

EBK CONTEMPORARY FINANCIAL MANAGEMENT
14th Edition
ISBN:9781337514835
Author:MOYER
Publisher:MOYER
Chapter20: Financing With Derivatives
Section: Chapter Questions
Problem 1P
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What is the price of a $35 strike call? Assume S = $38.50,
= 0.25, r = 0.06, the stock pays no dividend andthe option expires in 45 days.

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