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Let S(t) denote the price at time t of a stock that pays no dividends. The Black-Scholes framework holds. Consider a European call option with exercise date T, T > 0, and exercise price S(0)erT , where r is the continuously compounded risk{free rate. You are given: S(0) = $100; T = 10; Var[ln (S(t))] = 0:4t; t > 0: Determine the price of the call option.
In January 201x, the spot price of crude oil was $45.65 a barrel and the one year futures price was $56.38 per barrel. The interest rate was about 0.15 percent. What was the net convenience yield? Interpret/explain that result.
You have discovered that when the required rate of return on a bond you own fell by 0.5 percent from 9.7 percent to 9.2 percent,
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Lloyd Corporation's 15% coupon rate, semiannual payment, $1,000 par value bonds, which mature in 25 years, are callable 6 years from today at $1,050. They sell at a price of $1,459.36, and the yield curve is flat. What is the best estimate of these b..
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