subject
Business, 03.08.2021 18:00 jmsmith1218

A call option with X = $50 on a stock currently priced at S = $55 is selling for $10. Using a volatility estimate of σ = .30, you find that N (d1) = .6 and N (d2) = .5. The risk-free interest rate is zero. Is the implied volatility based on the option price more or less than .30? Explain.

ansver
Answers: 2

Another question on Business

question
Business, 22.06.2019 11:10
Use the following account numbers and corresponding account titles to answer the following question. account no. account title (1) cash (2) merchandise inventory (3) cost of goods sold (4) transportation-out (5) dividends (6) common stock (7) selling expense (8) loss on the sale of land (9) sales which accounts would appear on the income statement?
Answers: 3
question
Business, 22.06.2019 11:30
What would you do as ceo to support the goals of japan airlines during the challenging economics that airlines face?
Answers: 1
question
Business, 22.06.2019 15:10
You want to have $80,000 in your savings account 11 years from now, and you’re prepared to make equal annual deposits into the account at the end of each year. if the account pays 6.30 percent interest, what amount must you deposit each year? (do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.)
Answers: 1
question
Business, 22.06.2019 16:30
On april 1, the cash account balance was $46,220. during april, cash receipts totaled $248,600 and the april 30 balance was $56,770. determine the cash payments made during april.
Answers: 1
You know the right answer?
A call option with X = $50 on a stock currently priced at S = $55 is selling for $10. Using a volati...
Questions
question
Mathematics, 05.12.2021 15:00
question
History, 05.12.2021 15:10
Questions on the website: 13722362