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A European call option written on one share of Crook & Crook, Inc. has the following...

A European call option written on one share of Crook & Crook, Inc. has the following parameter values: S = $31, X = $37, r = 8% p.a.,  = 29% p.a., T = 4 months. Find the value of d2, rounded to 4 decimals (e.g., 0.0712). NOTE: Use the continuous time version of the equation

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d2 is -0.9812

jeff jeffy answered 2 years ago
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