The Following Information Is Given About Options on the Stock $\sigma$

question 33

Multiple Choice

The following information is given about options on the stock of a certain company.
S₀ = 23 X = 20
r_c = 0.09 T = 0.5
$\sigma$ ² = 0.15
No dividends are expected.
Use this information to answer questions 1 through 8.
-The price of a put on the stock is: (Due to differences in rounding your calculations may be slightly different."none of the above" should be selected only if your answer is different by more than 10 cents. )

• A)0.85
• B)8.64
• C)2.35
• D)4.88
• E)none of the above

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Definitions:

Digestive Enzymes

Proteins produced by the digestive system to break down food into nutrients, which can be absorbed into the bloodstream.

Outer Boundary

The external limit or edge of an object, area, or surface, which defines its shape and separates it from its surroundings.

Chromatid

One-half of a chromosome; separates from its partner during cell division.

Centromere

The part of a chromosome that links sister chromatids or the point where the two halves of a replicated chromosome are joined.