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elf_fu elf_fu
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6 years ago
What is the price of a $35 strike call? Assume S = $38.50, σ = 0.25, r = 0.06, the stock pays no dividend and the option expires in 45 days.
A) $3.50
B) $3.65
C) $3.80
D) $3.95
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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#1
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6 years ago
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elf_fu Author
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#2
6 years ago
Thank you phuongha2892
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