Multiple Choice
Assume S = $60,K = $60,r = 0.07,σ = 0.24,div = 0.02,and 90 days until expiration.What is the premium on an Asian average price put where N = 4?
A) $1.74
B) $1.84
C) $1.94
D) $2.04
Correct Answer:
Verified
Correct Answer:
Verified
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