Business, 25.11.2021 08:20 rebtav

Assume that you have been given the following information on Purcell Industries: Current stock price = $15 Time to maturity of option 6 months Variance of stock return = 0.12 Strike price of option - $15 Risk-free rate 6% d,-0.24495 d, = 0.00000 Nid,) - 0.59675 N(d)-0.50000 According to the Black-Scholes option pricing model, what is the option's value Put-Call Parity The current price of a stock is $33, and the annual risk-free rate is A call option with a strike price of $12 and with 1 year until expiration has a current value of $6.56. What is the value of a put option written on the stock with the same exercise price and expiration date as the call option?

Answers: 2

Show answers

Another question on Business

Business, 21.06.2019 20:50

Your goal is to have $2,000,000. you have a total of $40,000 today. you invest the $40,000 and want to add to it each month. at 10% annual interest, how much do you need to invest each month in order to bring the total up to $2,000,000 30 years from now?

Answers: 2

Answer

Business, 22.06.2019 10:00

In a small group, members have taken on the task roles of information giver, critic/analyzer, and recorder, and the maintenance roles of gatekeeper and follower. they need to fulfill one more role. which of the following would be most effective for their group dynamics? a dominator b coordinator c opinion seeker d harmonizer

Answers: 1

Answer

Business, 22.06.2019 20:40

Answer the questions about keynesian theory, market economics, and government policy. keynes believed that there were "sticky" wages and that recessions are caused by increases in prices. decreases in supply. decreases in aggregate demand (ad). increases in unemployment. keynes believed the government should increase ad through increased government spending, but not tax cuts. control wages to increase employment because of sticky wages. increase employment through tax cuts only. increase as through tax cuts. increase ad through either increased government spending or tax cuts. intervene when individual markets fail by controlling prices and production.

Answers: 2

Answer

Business, 23.06.2019 00:20

Barney corporation recognized a $100 million preferred stock balance on 12/31/2019. on january 1, 2020, barney issued $10 million in preferred dividends. on the same date, barney raised an additional $20 million via a new issuance of preferred stock. on december 31, 2020, the market value of the original amount of preferred shares rose $5 million. under us gaap, the 12/31/2020 year ending preferred stock balance is:

Answers: 3

Answer

You know the right answer?

Assume that you have been given the following information on Purcell Industries: Current stock price...

Questions