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Financial Derivative Securities 312 Add in library

Referencing Styles : Harvard
   Finish Consider an option on a non-dividend-paying stock when the stock price is $30, the exercise price is $29, the risk-free interest rate is 5% per annum, the volatility is 25% per annum, and the time to maturity is four months.   a)      What is the price of the option if it is a European call? b)      What is the price of the option if it is an American call? c)      What is the price of ...

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