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Ryan Sepulveda Ryan Sepulveda
wrote...
Posts: 6
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3 years ago
The underlying stock for a European exchange option has S = $27.15, div = 2.0%, and
σ = 0.18. The strike stock has S = $30.00, div = 0.0%, and σ = 0.22. The two stocks have a correlation coefficient of 0.73. If the exchange option expires in 2 years...
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Educator
3 years ago
Hi Ryan

I found the answer to this one here: https://biology-forums.com/index.php?topic=684293.0
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