微信扫一扫
实时资讯全掌握
|
The current price of a stock is $55. A put option with a $50 strike price that expires in 3 months is available. If N(d1) = 0.8133, N(d2) = 0.7779, the underlying stock exhibits an annual standard deviation of 25 percent, and current risk free rates are 3.25 percent, the Black-Scholes value of the put is closest to: A. $1.25. B. $1.50. C. $5.00. D. $0.75. |