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Business, 03.01.2020 05:31 petriajack8375

Astock price is currently $100. over each of the next two six-month periods it is expected to go up by 10% or down by 10%. the risk-free interest rate is 8% per annum with continuous compounding. what is the value of a one-year european call option with a strike price of $100?

calculate the price of a three-month european put option on a non-dividend-paying stock with a strike price of $50 when the current stock price is $50, the risk-free interest rate is 10% per annum, and the volatility is 30% per annum.

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Astock price is currently $100. over each of the next two six-month periods it is expected to go up...
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