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Question 1: The current price of Natasha corporation stock is $6. In each of the next two years, this stock price can either go up by $2.50 or go down by $2.00. The stock pays no dividends. The one-year risk free rate is 3% and will remain constant. Using the binomial model, calculate the price of a two-year call option on Natasha stock with a strike price of $7.
Question 2: Rebecca is interested in purchasing a European call on a hot new stock, UP, Inc. the call has a strike price of $100 and expires in 90 days. The current price of UP
stock is $120 and the stock has a standard deviation of 40% per year. The risk free interest rate is 6.18% per year. d1=ln[S/PV(K)]/σT1/2+ σT1/2/2 and d2= d1- σT1/2
Using the Black-Scholes formula to compute the price of the call.
Question 3: Use put-call parity to compute the price of the put with the same strike and expiration date.
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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