Current value of S&P500 is 2500, interest rate is 2% per year, annualized volatility of S&P500 is 30%, a call option has strike price 2250 and expires in 0.25 years.
a. Call Option premium = $308.85
b. Option delta = 0.7912
(Both answers are in image)
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Current value of S&P500 is 2500, interest rate is 2% per year, annualized volatility of S&P500...
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