1 Answers: Finance help needed?

Question

Consider a nondividend paying stock. The current stock price is 100. The volatility of the stock is 0.4. The continuously compounded risk free rate is 0.06.

a.What is the price of a 105-strike call options with 1 year to expiration?

b. What is the 1-year forward price for the stock?

c.What is the price of a 1-year 105-strike option, where underlying asset is a futures contract maturing at the same time as the option?

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Anonymous 8 months 1 Answer 61 views 0

Answer ( 1 )

  1. Interesting, would also like to know more about these types of technical analysis

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