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2015/07/31 · C. Binary options. D. DOOM options. C. An option will always give a better outcome than a forward contract. D. An option can be used to lock in the exchange rate. Which of the following is assumed by the Black-Scholes-Merton model? A. The return from the stock in a short period of time is lognormal. B. The stock price at a future time is

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Some Types of Options European option:can only be exercised at expiry. American option:can be exercised at or before expiry. Other types exist such as Asian, Bermudan, look-back, etc. I Our objective is to determine a method for pricing the European-style options. I Their values satisfy the Black-Scholes partial differential equation.

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Answer to Question #4: Black-Scholes Call-Option Valuation [35 Points] Current Stock Price (S.) = $59 Strike Price (X) = $63 inter

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By constructing a riskless portfolio of an option and stock (as in the Black–Scholes model) a simple formula can be used to find the option price at each node in the tree. This value can approximate the theoretical value produced by Black–Scholes, to the desired degree of precision.

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