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Qual o preo de uma opo de compra europeia de um ms dada a...

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Accounting

Qual o preo de uma opo de compra europeia de um ms dada a seguinte informao: o preo de exerccio $, o preo atual da ao $ e a taxa de juros livre de risco por ms. Alm disso, espera-se que o preo da ao seja de $ 30 ou $ 10 no final do ms. A empresa no paga dividendos. Suponha um mundo neutro ao risco.

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