Top Posters
Since Sunday
N
8
1
1
New Topic  
elf_fu elf_fu
wrote...
Posts: 705
Rep: 2 0
8 years ago
In a specific wager, Pat is paid $5.00 if the price of ABC Corp. is above $85.00. Currently, ABC Corp. price is $75.00, σ = 0.25, r = 0.04, div = 0 and the wager lasts 6 months. Pat is paid one share of ABC Corp. stock if the price is below $85.00. What is the value of her wager?
A) $21.80
B) $22.80
C) $23.80
D) $24.80
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
Read 213 times
2 Replies
Replies
Answer verified by a subject expert
phuongha2892phuongha2892
wrote...
Posts: 471
8 years ago
Sign in or Sign up in seconds to unlock everything for free
More solutions for this book are available here
1

Related Topics

wrote...
5 years ago
Thanks
New Topic      
Explore
Post your homework questions and get free online help from our incredible volunteers
  281 People Browsing
Show Emoticons
:):(;):P:D:|:O:?:nerd:8o:glasses::-):-(:-*O:-D>:-D:o):idea::important::help::error::warning::favorite:
Related Images
  
 429
  
 649
  
 557
Your Opinion
Which industry do you think artificial intelligence (AI) will impact the most?
Votes: 799