Finpko.faculty.ku.edu
Hence the option should be exercised immediately before the ex-dividend date for a sufficiently high value of the stock price. Problem 13.28. Consider an American call option when the stock price is $18, the exercise price is $20, the time to maturity is six months, the volatility is 30% per annum, and the risk-free interest rate is 10% per annum. ................
................
In order to avoid copyright disputes, this page is only a partial summary.
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.