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

What is the concentration of bleach that is used to disinfect your work area? Why is...

Biology
Q

Topic 4: Central nervous system. For the brain structure/ areas below, provide the following information Location General function Example of...

Medical Sciences
Q

Study the following list.1. EnglandII. FranceIII. SpainPrior to the year 1880, what had the countries...

Biology
Q

Which of the following proteins is abundant in the extracellular matrix Select one a keratin...

Biology
Q

Question 14 Write an equation for the polynomial graphed below 5 4 y x 3...

Basic Math
Q

a Find the slope of the line and b interpret the slope 3 2 Ay...

Algebra
Q

Simplify each of the following expression Write your answer as a complex number Subtract 271...

Algebra
Q

Use the method of corners to solve the linear programming problem An investor has decided...

Algebra
Q

Quality Motor Company is an auto repair shop that uses standards to control its labor...

Accounting
Q

On January 2, 20X7, Victory Co. acquired 60% of the shares of Sauce Ltd. by...

Accounting
Q

Loss is not recognized in which of the non-monetary exchanges. The fair value...

Accounting
Q

GAAP vs IFRS: Measurement models for Property, plant, and equipment. Does U.S. GAAP permit...

Accounting