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Question
Assume the following: LN(S) and LN(Q) have a correlation coefficient of 0.40, S(0) = 60, Q(0) = 60, r = 0.05, σs = 0.30 σQ = 0.25, and dividend = 0. Using formula 20.39, what is the price of a claim that pays
?A) $243.96
B) $322.96
C) $479.96
D) $532.96
Answer
This answer is hidden. It contains 1 characters.
Related questions
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