Top Posters
Since Sunday
A
6
j
6
c
5
m
5
C
5
d
5
s
5
n
4
i
4
d
4
d
4
J
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
Lechno, Inc. issues compensation options with the following terms. Strike = $65,
price = $63.50, σ = 0.22, r = 0.045, div = 0.015. What is the value of the option if it will be repriced at $40? Assume 10 years to expiration.
A) $18.64
B) $22.22
C) $24.32
D) $26.84
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
Read 60 times
2 Replies
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...
#2
6 years ago
Thank you phuongha2892
New Topic      
Quick Reply
Explore
Post your homework questions and get free online help from our incredible volunteers
  935 People Browsing
 110 Signed Up Today
Start New Topic Take the Tour CoursesNew Study Tools Topics Trending Browse by Textbook
Live Chat
Related Images
  
 287
  
 856
  
 241
Your Opinion
Previous poll results: How often do you eat-out per week?