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Consider a 1-year option with exercise price $60 on a stock with annual standard deviation 20%. The T-bill rate is 3% per year. Find N(d1) for stock prices $55, $60, and $65. (
SOLVED: We denote by r > 0 the risk-free interest rate. Recall the Black-Scholes model and the Black-Scholes formula for a T-expiry; K-strike European call option written on S having positive constant
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In the black scholes formula how can N(d1) represent the expected return in the event of an exercise and at the same time also mean 'delta' - probability that the option will
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In the black scholes formula how can N(d1) represent the expected return in the event of an exercise and at the same time also mean 'delta' - probability that the option will
