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Suppose you pay 10 to buy a European ( K = 100 , t = 2 ) call option on a given security. Assuming a 1 answer below » Suppose you pay 10 to buy a European ( K = 100 , t = 2 ) call option on a given security. Assuming a continuously compounded nominal annual interest rate of 6 percent, find the present value of your return from this investment if the price of the security at time 2 is (a) 110; (b) 98 . Aug 19 2015 11:44 AM
