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Other Fields Homework Help Insurance Topic started by: elf_fu on Jul 6, 2017



Title: Willco, Inc. issues compensation options with the following terms. Strike = $45, price = $42.00, σ ...
Post by: elf_fu on Jul 6, 2017
Willco, Inc. issues compensation options with the following terms. Strike = $45,
price = $42.00, σ = 0.48, r = 0.05, div = 0.02. What is the value of the option if it will be
repriced at $30? Assume 10 years to expiration.
A) $22.78
B) $24.65
C) $26.22
D) $30.46


Title: Re: Willco, Inc. issues compensation options with the following terms. Strike = $45, price = $42.00, ...
Post by: phuongha2892 on Jul 6, 2017
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