Business, 15.07.2020 18:01 ginachuquiano450

Assume the risk-free interest rate is 10% and is equal to the fund's benchmark, the portfolio's net asset value is $100, and the fund's standard deviation is 20%. Also assume a time horizon of 1 year. What is the Black-Scholes value of the call option on the management incentive fee

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Assume the risk-free interest rate is 10% and is equal to the fund's benchmark, the portfolio's net...

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