Top Posters
Since Sunday
t
7
m
6
k
6
F
5
j
5
t
5
j
5
G
5
f
5
a
5
d
5
c
5
New Topic  
elf_fu elf_fu
wrote...
Posts: 705
Rep: 2 0
6 years ago
Willco, Inc. issues compensation options with the following terms. Strike = $45,
price = $42.00, σ = 0.48, r = 0.05, div = 0.02. What is the value of the option if it will be
repriced at $30? Assume 10 years to expiration.
A) $22.78
B) $24.65
C) $26.22
D) $30.46
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
Read 54 times
1 Reply
Replies
Answer verified by a subject expert
phuongha2892phuongha2892
wrote...
Posts: 471
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
Just got PERFECT on my quiz
wrote...

Yesterday
This site is awesome
dri
wrote...

2 hours ago
this is exactly what I needed
New Topic      
Explore
Post your homework questions and get free online help from our incredible volunteers
  974 People Browsing
Related Images
  
 925
  
 280
  
 332
Your Opinion
What's your favorite math subject?
Votes: 314