High Mountain has a stock price of $31 a share.The 6-month options have a strike price of $30.The risk-free rate is 3.1 percent and the standard deviation of returns is 26 percent.The value of d1 is 0.35459.What is the value of d2 as it is used in the Black-Scholes option pricing model?
A) 0) 19091
B) 0) 23048
C) 0) 17176
D) 0) 19323
E) 0) 17074
Correct Answer:
Verified
Q62: Rita owns six put option contracts on
Q63: Katie D's has total assets valued at
Q64: The Bakery's assets are currently valued at
Q65: Wilt's has a stock price of $38
Q66: A stock is selling for $52 a
Q68: Assume the delta of a call option
Q69: You sold a $25 put contract on
Q70: Allison's Market is currently valued at $68,400.The
Q71: Bruno's stock is currently selling for $31.74
Q72: Ed's Sheds has a $1,250 pure discount
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents