Calculate the put option value using the Black-Scholes formula: put = $Ke^{-rT}N(-d_2) - SN(-d_1)$ with K = 20, r = 4.25%, T = 0.5, S = 25, N(-d_2) = 1 - 0.9651 = 0.0349, N(-d_1) = 1 - 0.9737 = 0.0263 | Financial Risk Manager Part 1 Quiz - LeetQuiz
Financial Risk Manager Part 1
Get started today
Ultimate access to all questions.
Comments
Loading comments...
Calculate the put option value using the Black-Scholes formula: put = Ke−rTN(−d2)−SN(−d1) with K = 20, r = 4.25%, T = 0.5, S = 25, N(-d_2) = 1 - 0.9651 = 0.0349, N(-d_1) = 1 - 0.9737 = 0.0263
