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老师在课堂上的题目。。不会写求学神帮忙 [推广有奖]

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lytn 发表于 2014-3-26 18:00:10 |AI写论文

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Today’s quotations for Tesco Plc. shares are given in thetable below. The shares are currently selling for ￡160 each. In each case,assume that you are the buyer/holder/owner of the option.

Strike price (￡)

Call price (￡)

(premium)

Put price (￡)

(premium)

150

4.25

2.20

170

3.50

4.00

Required

(i) Whichoptions is in-the-money?

(ii) Whichoptions is not in-the-money?

(iii) Thefollowing details in connection with Tesco Plc. shares are given in addition tothe above information.

Standard deviation = 25%

Time to maturity = 40 days

Risk-free interest rate = 12%

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关键词：information Informatio Quotations connection following currently addition selling details option

老师在课堂上的题目。。不会写求学神帮忙 [推广有奖]

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