Find the Input D₁ of the Black-Scholes Price of a Six-Month

question 72

Multiple Choice

Find the input d₁ of the Black-Scholes price of a six-month call option on Japanese yen.The strike price is $1 = ¥100.The volatility is 25 percent per annum; r_$ = 5.5% and r_¥ = 6%.

• A)d₁ = 0.074246
• B)d₁ = 0.005982
• C)d₁ = $0.006137/¥
• D)none of the options

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Definitions:

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Prison Guard Code

relates to the unwritten rules and cultural norms among prison guards, aiming to regulate their behavior, loyalty, and interaction with inmates.

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Conduct Range

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