Answered You can hire a professional tutor to get the answer.

QUESTION

Shares of a Ltd. are currently selling at Rs. Estmate the value of a call with strike price of Rs. 50 and expiring six months later.

Shares of a Ltd. Co. are currently selling at Rs. 47. Estmate the value of a call with strike price of Rs. 50 and expiring six months later. The risk-less interest rate is 10% and the standared deviation of returns on the stock is 0.40 per year. Also find out the value of options on the same stock with identical strike price and expiry using the Balck Shales Model.

Show more
LEARN MORE EFFECTIVELY AND GET BETTER GRADES!
Ask a Question