A stock is traded at $39 per share. The three-month risk-free rate is 1.75% per annum. The company won't pay dividend in the coming three months. The volatility of the stock's return is 40% per annum. The theta for a call option with strike price 40 and three months to expiration is, type your answer...

A stock is traded at $39 per share. The three-month risk-free rate is 1.75% per annum. The company won't pay dividend in the coming three months. The volatility of the stock's return is 40% per annum. The theta for a call option with strike price 40 and three months to expiration is, type your answer...

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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Similar questions

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