What value of three month european option with strike price

Reference no: EM133615857

Problem: A stock price is currently 50$.Over each of the next three next month periods it is expected to go up by 6% or down by 6%: The risk free interest rate is 8% per annum with continuous compounding. What is the value of three month European option with a strike price of 51$ e=2.71?

Reference no: EM133615857

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