Details of this Paper

Find the Black-Scholes value of a put option on th...

Description

Solution


Question

Find the Black-Scholes value of a put option on the stock in the previous problem with the same exercise price and expiration as the call option. Time to expiration = 6 months Standard deviation = 50% per year Exercise price = $50 Stock price = $50 Interest rate = 3%

 

Paper#8786 | Written in 18-Jul-2015

Price : $25
SiteLock