Assume the following: LN(S) and LN(Q) have a correlation coefficient of -0.20, S(0 ) = 45, S(Q) = 55, r = 0.03, ?s = 0.18 ?Q = 0.28, and no dividends. Using formula 20.39, what is the price of a claim that pays 1/?
A) $3.02
B) $2.02
C) $1.02
D) $0.02
D
Business
You might also like to view...
Monies paid to remove an item from a retailer's inventory are:
A) reverse slotting fees B) brokerage allowances C) exit fees D) cooperative merchandising agreements
Business
Which of the following is not a common legal theory that serves as a basis for a malpractice suit?
A) negligence B) breach of contract C) strict liability D) fraud
Business