What is the value of a put option with strike price 83 and


IBM stock currently sells for 84 dollars per share. Over 8 months the price will either go up by 7.5 percent or down by −3.0 percent. The risk-free rate of interest is 4.5 percent continuously compounded. What is the value of a put option with strike price 83 and maturity of 8 months? 0.84929 0.44990 0.62579 0.57576 0.66449

Request for Solution File

Ask an Expert for Answer!!
Financial Management: What is the value of a put option with strike price 83 and
Reference No:- TGS02336353

Expected delivery within 24 Hours