The stock price 2 months from the expiration of a European option is $99, the exercise price of the option is $61, the dividend yield is 4% per annum, the risk-free interest rate is 18% per annum, and the volatility is 38% per annum. Use the Black-Scholes-Merton formula to find the price of this call option. 4) 38.15 (В) 36.15 (С) 39.15 (D) 35.15 (E) 37.15 Select v Save The stock price 7 months from the expiration of a European option is $90, the exercise price of the option is $131, the dividend yield is 6% per annum, the risk-free interest rate is 14% per annum, and the volatility is 19% per annum. Use the Black-Scholes-Merton formula to find the price of this put option. A) 29.88 (B) 33.88 (C) 30.88 (D) 32.88 (E) 31.88

3. What is the NAV?

But why? for number 3

b. Discuss the effect on c and p, when there is an increase in: i. So ii. iii. O K

help me with this 2 pls

How do I solve this

need help with question 6

Zina Manufacturing Company started and completed Job 501 in December with the following Job Cost Sheet and transferred it to the warehouse. Direct Materials Date Dec 17 Dec 30 Total Direct Labor Amount Date Amount $2,000 Dec 20 $4,000 8,000 Dec 30 3,800 Total Job Cost Sheet - Job No. 501 Total Cost The journal entry to record the transaction is A) WIP Inventory FG Inventory B) Cost of Goods Sold WIP Inventory C) FG Inventory WIP Inventory D) FG Inventory WIP Inventory Debit Credit 35,800 17,800 17,800 Manufacturing Overhead Date Amount Dec 24 $10,000 Dec 30 8,000 Total 35,800 35,800 17,800 17,800 35,800

Question 4 Listen Which of the following points are on the unit circle? Select all that apply. A (--) B (33.3) C 12 (1/13. 31/3)