Mathematics

Mathematics, 09.10.2019 07:10, zawnghkawng64361

How many months until they price is the same in 22 + 24.50x = 47 + 18.25x

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Mathematics, 11.10.2019 01:10, contrerasdaisy100

Suppose cell b10 contains the price of a stock in 5 months. consider a 5 month european call option with an exercise price of $40. the value of the call option in 5 months is $0 if the stock price in 5 months is < =$40. otherwise the value of the call option in 5 months is the stock price in 5 months - 40. how many of the following formulas will yield the correct value of the call option? • i. if(b10> 40,40-b10,0) • ii. if(b10> 40, b10-40,0) • iii. max(b10-40,0) • iv. min( 0, 40-b10) (a) i (b) i and ii (c) ii and iii (d) i and iii (e) iv (f) i and iv

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Business, 06.11.2019 20:31, maddieeelllis3956

You are looking at options on dumbledore corporation with 14 months until expiration and a strike price of $85. the risk free rate for 14 months is 4.5% (annualized with continuous compounding). the firm is not expected to pay any dividends over the next 14 months, and the current stock price is $92.78. the price of the call option is $10.33 and the put option is $2.11. find the arbitrage trade given these prices and show the profit for each contract

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Business, 07.11.2019 20:31, jalst6084

You are looking at options on ravenclaw corporation with 13 months until expiration and a strike price of $50. the risk free rate for maturities between 1 and 13 months is 2.5% (annualized with continuous compounding). the firm is expected to pay a dividend of $1.20 each quarter over the next 13 months (i.e. a $1.20 dividend in 3, 6, 9 and 12 months), and the current stock price is $48.11. the price of the call option is $3.14 and the put option is $4.79. find the arbitrage trade given these prices and show the profit for each contract.

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Business, 09.11.2019 04:31, lukevader311

You are looking at options on dumbledore corporation with 14 months until expiration and a strike price of $85. the risk free rate for 14 months is 4.5% (annualized with continuous compounding). the firm is not expected to pay any dividends over the next 14 months, and the current stock price is $92.78. the price of the call option is $13.06 and the put option is $2.11. find the arbitrage trade given these prices and show the profit for each contract.

Answers: 1

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