Market Data Risk-Free Rate (Annualized) 0.025 Vokinar Corporation Stock Price $55.00 Dividend Yield 0.03 Standard Deviation 0.45 Exercise Price $50.00 Maturity (Years) 0.25 Required: Using the Black-Scholes option pricing formula and the data above, please calculate the price of the European call and put for this share of stock. (Use cells A3 to B10 from the given information to complete this question.) Vokinar Corporation d1 d2 N(d1) N(d2) Call Price Put Price
Market Data Risk-Free Rate (Annualized) 0.025 Vokinar Corporation Stock Price $55.00 Dividend Yield 0.03 Standard Deviation 0.45 Exercise Price $50.00 Maturity (Years) 0.25 Required: Using the Black-Scholes option pricing formula and the data above, please calculate the price of the European call and put for this share of stock. (Use cells A3 to B10 from the given information to complete this question.) Vokinar Corporation d1 d2 N(d1) N(d2) Call Price Put Price
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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Question
| Market Data | |||
| Risk-Free Rate (Annualized) | 0.025 | ||
| Vokinar Corporation | |||
| Stock Price | $55.00 | ||
| Dividend Yield | 0.03 | ||
| Standard Deviation | 0.45 | ||
| Exercise Price | $50.00 | ||
| Maturity (Years) | 0.25 | ||
| Required: | |||
| Using the Black-Scholes option pricing formula and the data above, please calculate the price of the European call and put for this share of stock. | |||
| (Use cells A3 to B10 from the given information to complete this question.) | |||
| Vokinar Corporation | |||
| d1 | |||
| d2 | |||
| N(d1) | |||
| N(d2) | |||
| Call Price | |||
| Put Price | |||
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