What is the time to maturity of the given option

Reference no: EM13926162

Suppose the annually compounded risk-free rate is 5% for all maturities. A non-dividend-paying common stock is trading at $100. Suppose you are considering a European call option with a strike price of $110. What is the time to maturity of this option where the boundary condition be- gins to be non-zero?

Reference no: EM13926162

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