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Week 10 Homework Questions
bryjnsah87
BlackScholes.xlsx
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Week 10 Homework Questions
Sheet1
P
$ 40.00
X
$ 35.00
t
0.5
Rf
8.00%
SD
31.56%
LN(P/X)
0.1335313926
RF + (V/2)*t
0.0648961062
Sd/Sqr of t
0.2231416869
D1
0.8892444149
D2
0.666102728
N(D1)
0.81306
N(D2)
0.74733
E to -(Rf*t)
0.9607894392
Vc
7.3917197287
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