Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. finance
  3. 2. tsmc stock has a volatility of 25% with expecte

2. TSMC stock has a volatility of 25% with expected return 8% per year. The current...

50.1K

Verified Solution

Question

Finance

2. TSMC stock has a volatility of 25% with expected return 8%per year. The current stock price is $100 per share. The risk-freeinterest rate is 2%. What is the Black-Scholes value of anat-the-money European put with 1 year maturity?

Answer & Explanation Solved by verified expert
3.7 Ratings (561 Votes)
    See Answer
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Zin AI - Your personal assistant for all your inquiries!
Become a Member

Transcribed Image Text

2. TSMC stock has a volatility of 25% with expected return 8%per year. The current stock price is $100 per share. The risk-freeinterest rate is 2%. What is the Black-Scholes value of anat-the-money European put with 1 year maturity?

Other questions asked by students

Q

stion 8 The total amount of crude oil Q t produced worldwide up to time...

Geometry
Q

Assignment Question Sensation and Perception: Signal Detection Psychologists have always been interested in the relationship between physical stimuli...

Psychology
Q

How do we separate anxious or superstitious thoughts and behaviors from obsessions and compulsions?

Psychology
Q

the described mechanism of action for the drug Gleevec which statement below is true Gleevec...

Biology
Q

A certain field is a rectangle with a perimeter of 868 feet The length is...

Basic Math
Q

Evaluate the definite integral.??3/3 1/1+9x dx

Calculus
Q

Match the following expressions that have the same trig values cot 180 cos 3 sin...

Calculus
Q

Lewis, the chairman of the committee of the Flemington Football Club Inc has also entered...

Accounting
Q

It's summer time soon and that means it's time to get your icecream truck business...

Accounting
Q

betty puppy parlor is a pet grooming parlor and boutique. betty sells personalized puppy blankets...

Accounting
Q

Setting Standards, Ethical Behavior Quincy Farms is a producer of items made from farm products...

Accounting
Q

You are the bookkeeper for a store that resells school uniforms. You need to record...

Accounting