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Mathematics, 26.06.2020 19:01 devila321

Consider a 1-year option with exercise price $105 on a stock with annual standard deviation 10%. The T-bill rate is 2% per year. Find N(d1) for stock prices (a) $100, (b) $105, and (c) $110.

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Consider a 1-year option with exercise price $105 on a stock with annual standard deviation 10%. The...
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