Financial Risk Manager Part 1
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The current stock price of a share is USD 100 and the continuously compounding risk-free rate is 12% per year. The maximum possible prices for a 3-month European call option, American call option, European put option, and American put option, all with strike price USD 90, are:
The current stock price of a share is USD 100 and the continuously compounding risk-free rate is 12% per year. The maximum possible prices for a 3-month European call option, American call option, European put option, and American put option, all with strike price USD 90, are:
Exam-Like
A
100,100,87.34, 90
B
100,100,90, 90
C
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