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Business, 26.12.2020 20:30 medellincolombia99
A three-months European call option on Microsoft with a strike price of $220 is trading at $12.60. The current stock price for Microsoft is $218. Suppose that the risk-free rate is 1%, whereas the dividend yield on Microsoft is 0. According to the Black-Scholes model (BSM), what is the implied annual volatility
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A three-months European call option on Microsoft with a strike price of $220 is trading at $12.60. T...
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