The prices of a certain security followa geometric brownian motion with parameters μ = .12 and σ = .24. if the security’s price is presently 40, what is the probability that a call option, having four months until its expiration time and with a strike price of k = 42, will be exercised? (a security whose price at the time of expiration of a call option is above the strike price is said to finish in the money.)
Answers: 3
Business, 22.06.2019 14:40
In the fall of 2008, aig, the largest insurance company in the world at the time, was at risk of defaulting due to the severity of the global financial crisis. as a result, the u.s. government stepped in to support aig with large capital injections and an ownership stake. how would this affect, if at all, the yield and risk premium on aig corporate debt?
Answers: 3
Business, 22.06.2019 15:40
Rachel died in 2014 and her executor is finalizing her estate tax return. the executor has determined that rachel’s adjusted gross estate is $10,120,000 and that her estate is entitled to a charitable deduction in the amount of $500,000. using 2014 rates, calculate the estate tax liability for rachel’s estate.
Answers: 1
Business, 22.06.2019 23:30
What is the difference between career options in the law enforcement pathway and career options in the correction services pathway?
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