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elf_fu elf_fu
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Posts: 705
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7 years ago
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
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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#1
Posts: 471
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7 years ago
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