Intermediate Financial Management (MindTap Course List)
13th Edition
ISBN:9781337395083
Author:Eugene F. Brigham, Phillip R. Daves
Publisher:Eugene F. Brigham, Phillip R. Daves
Chapter5: Financial Options
Section: Chapter Questions
Problem 2P: The exercise price on one of Flanagan Companys call options is 15, its exercise value is 22, and its...
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Compute the Black-Scholes price of a put option on a stock which does not pay dividends and has the volatility 0.3, if its exercise price is 200 USD and expiration in two year. Interest rate is zero and the price of the stock is 180 USD.
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