题目
Consider a non-dividend paying stock currently priced at $37. Assuming that the price of the stock will rise or fall by 5% every three months. The continuously compounded risk free rate is 7%. Calculate the value of a 6-month European call option with a strike price at $38.
选项
A.$1.065
B.$1.234
C.$1.856
D.$2.710
答案
B
解析
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