Top Posters
Since Sunday
5
a
5
k
5
c
5
B
5
l
5
C
4
s
4
a
4
t
4
i
4
r
4
Home Q & A Board Other Fields Homework Help Business Insurance
New Topic  
elf_fu elf_fu
wrote...
Go to Answer
Posts: 705
Rep: 2 0
6 years ago
What is the delta on a $25 strike put? Assume S = $24.00, σ = 0.35, r = 0.06, the stock pays a 2.0% continuous dividend and the option expires in 40 days?
A) 0.582
B) 0.602
C) 0.662
D) 0.702
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
Read 122 times
1 Reply
Replies
Answer verified by a subject expert
phuongha2892phuongha2892
wrote...
#1
Posts: 471
Rep: 49 0
6 years ago
Sign in or Sign up in seconds to unlock everything for free
More solutions for this book are available here
1

Related Topics

elf_fu Author
wrote...

6 years ago
Thanks
Liarec
wrote...

Yesterday
Smart ... Thanks!
lolaww
wrote...

2 hours ago
Brilliant ツ
New Topic      
Quick Reply
Explore
Post your homework questions and get free online help from our incredible volunteers
  1296 People Browsing
Start New Topic Take the Tour CoursesNew Study Tools Topics Trending Browse by Textbook
Related Images
  
 371
  
 171
  
 154