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What is the theta of the option as the expiration time

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Reference no: EM133119208

Assume that a $60 strike call has a 2.0% continuous dividend, r = 5%, the stock price is $61.00, and the volatility is 20%. What is the theta of the option as the expiration time declines from 60 to 50 days? Answer to 2 decimal places.

Answer is between -0.2 and -0.18. Trying to get a calculation explanation with Excel formulas

Reference no: EM133119208

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