Mathematics, 27.02.2021 23:00 ayoismeisalex

stock price is currently 6 $ In the next six months it will either fall to 4.8$ or rise to 7.2 $. What is the current value of a call option with an exercise price of $6? The six-month risk-free interest rate is 5% per six-month period.

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stock price is currently 6 $ In the next six months it will either fall to 4.8$ or rise to 7.2 $. Wh...

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