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elf_fu elf_fu
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6 years ago
In the case of a 1-year option, the current stock price is $52 per share. If the stock price has an equal chance of ending the year at either $58 or $45, what is the △ given an interest rate of 6.0% and an exercise price of $50?
A) 0.2145
B) 0.3254
C) 0.5411
D) 0.6154
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Derivatives Markets

Derivatives Markets


Edition: 3rd
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phuongha2892phuongha2892
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6 years ago
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Anonymous
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10 months ago
Help! The answer is missing an explanation...
Anonymous
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10 months ago
Now it's given! Slight Smile
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