Suppose s164 k165 r521 sigma2841 t00959 years stock is to, Ask an Expert

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Suppose S=$164, K=$165, r=5.21%, σ2=8.41%, T=0.0959 years. Stock is to pay a single dividend of $2 at ex-dividend date and no dividends thereafter. Ex-dividend date is 33 days from today. (Use 365 days count for a year).

Compute the Black-Scholes price of a European put option?

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Financial Management, Finance

Category:- Financial Management
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