garp15-p1-11
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A
A BSM question
Hi Team BT, Request help with this question. A non-dividend-paying stock is currently trading at USD 40 and has an expected return of 12% per year. Using the Black-Scholes-Merton (BSM) model, a 1-year, European-style call option on the stock is valued at USD 1.78. The parameters used in the...- Anir
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- Forum: P1.T4. Valuation & Risk Models (30%)