Solution A INPUTS Standard deviation annual Expiration in years Risk free rate annual Stock Price Exercise

Solution A INPUTS Standard deviation annual Expiration in years Risk free rate

deviation annual Expiration in years Risk free rate annual Stock Price Exercise price Dividend yield annual B

Solution A INPUTS Standard deviation annual Expiration in years Risk

free rate annual Stock Price Exercise price Dividend yield annual B

Solution A INPUTS Standard deviation annual Expiration in

Solution A INPUTS Standard

Category: | General |

Words: | 1050 |

Amount: | $12 |

Writer: |

Paper instructions

Hello DrFids. Would you be able to help me with 3 finance problems? I need it tonight by 8PM, pacific time. Please see attached and let me know. Much appreciated.INPUTS
OUTPUTS
FORMULA FOR OUTPUT IN COLUMN E
Standard deviation (annual)
0.2700 d1
-0.7531
LN(B5/B6)+(B4-B7+.5*B2^2)*B3)/(B2*SQRT(B3))
Expiration (in years)
0.05
d2
-0.8135
E2-B2*SQRT(B3)
Risk-free rate (annual)
0.06
N(d1)
0.2257
NORMSDIST(E2)
Stock Price
100 N(d2)
0.2080
NORMSDIST(E3)
Exercise price
105
B/S call value
0.7639
B5*EXP(-B7*B3)*E4 - B6*EXP(-B4*B3)*E5
Dividend yield (annual)
0.03 B/S put value
5.5992
B6*EXP(-B4*B3)*(1-E5) - B5*EXP(-B7*B3)*(1-E4)
A
B
C
D
E
F
G
H
I
J
K
1
2
3
4
5
6
7

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