Business
Business, 26.03.2020 23:25, haddockc2689

The Dow Jones Industrial Average on January 12, 2007 was 12556 and the price of the March 126 call was $2.25. Use the Derivagem software to calculate the implied volatility of this option. Assume the risk-free rate was 5.3% and the dividend yield was 3%. The option expires on March 20, 2007. Estimate the price of a March 126 put. What is the volatility implied by the price you estimate for this option? (Note that options are on the Dow Jones index divided by 100.)

answer
Answers: 3

Other questions on the subject: Business

image
Business, 21.06.2019 20:40, eaarnold
Alocal club is selling christmas trees and deciding how many to stock for the month of december. if demand is normally distributed with a mean of 100 and standard deviation of 20, trees have no salvage value at the end of the month, trees cost $20, and trees sell for $50 what is the service level?
Answers: 2
image
Business, 21.06.2019 21:40, tonya3498
The board of directors is the highest ranking body in a corporation, and the chairman of the board is the highest ranking individual. the ceo generally works under the board and its chairman, and the board generally has the authority to remove the ceo under certain conditions. the ceo, however, cannot remove the board, but he or she can endeavor to have the board voted out and a new board voted in should a conflict arise. it is possible for a person to simultaneously serve as ceo and chairman of the board, though many corporate control experts believe it is bad to vest both offices in the same person. true false
Answers: 3
image
Business, 21.06.2019 22:10, maxy7347go
There are more than two types of bachelors’ degrees true or false?
Answers: 1
image
Business, 22.06.2019 17:30, Jermlew
Google started as one of many internet search engines, amazon started as an online book seller, and ebay began as a site where people could sell used personal items in auctions. these firms have grown to be so large and dominant that they are facing antitrust scrutiny from competition regulators in the us and elsewhere. did these online giants grow by fairly beating competition, or did they use unfair advantages? are there any clouds on the horizon for these firms -- could they face diseconomies of scale or diseconomies of scope as they continue to grow? if so, what factors may limit their continued growth?
Answers: 1
Do you know the correct answer?
The Dow Jones Industrial Average on January 12, 2007 was 12556 and the price of the March 126 call w...

Questions in other subjects: