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elf_fu elf_fu
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6 years ago
What is the price of a $60 strike put? Assume S = $63.75, σ = 0.20, r = 0.055, the stock pays no dividend and the option expires in 50 days?
A) $0.66
B) $0.55
C) $0.44
D) $0.33
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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3 years ago
Thank you
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Thank you
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