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a) Calculate the price of a European style call option with 6 months left to maturity assuming a risk-free rate of 3.5% and a non-dividend paying stock which can change in price by a factor of 1.1 or 0.9 every 3 months. The current price of the underlying asset is $44 and the option strike price is $42.50
b) Re-calculate the price of the option in part a assuming that for the second three month period, the price change factors are 1.2 and 0.85.
c) Calculate the price of an American style put option with one year to maturity assuming a risk-free rate of 2.8% and a non-dividend paying stocks which can change in price by a factor of 1.10 or 0.95 every 6 months. The current price of the underlying asset is $16 and the option strike price is $17.50.
Suppose cabela has 2 classes of shares. Preferred and common, Cabela has 2000 shares of preferred, 4000 shares of common outstanding shares. The preferred class is 7% cumulative pr
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differentiate between pricing and allocative efficincy
Think of any business you would like to open in Lebanon (from small to big project) and prepare a preliminary income statement from five to eight years maximim. Compute the expecte
As What is the major value of the weighted cost of capital calculation for the firm?k question #Minimum 100 words accepted#
Here is the pro-forma income statement for Semen Indonesia, an overseas venture that Cemex is planning to invest in. In this exercise, you will need to evaluate the inve
calculate npv
From a Corporate Finance and Governance perspective, the assignment is about answering three fundamental questions: 1. How much value does the organisation create/destroy today?
Some aggregate figures concerning the available data are shown in Table 1. The sizes of both the assortment groups and the product groups vary greatly across the groups. In Season
In January 2009 you bought a German stock portfolio for 6,000,000 Euros and sold it in December 2009 for 7,000,000 Euros. Assume that over the same period the dollar's exchange ra
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