Based on the Black-Scholes model, what is the price of a call option with an exercise pric
A、$8.205
B、$7.205
C、$6.205
D、$5.205
A、$8.205
B、$7.205
C、$6.205
D、$5.205
Gordon Gekko has assembled a portfolio consisting of ten 90-day US Treasury bills, each having a face value of $1000 and a current price of $990.10, and 200 90-day European call options, each written on a share of Paramount stock and having an exercise price of $50. Gekko is offering to trade you this portfolio for 300 shares of Paramount stock, which is currently valued at $215 a share. If 90-day European put options on Paramount stock with a $50 exercise price are currently valued at $25, what is the value of the call options in Gekko’s portfolio?
A、$190.495
B、$200.495
C、$215.495
D、$300.495
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