Use the Black-Scholes formula to find the value of a call option on Capybara stock. Show your work. Time to expiration = 1 year Standard deviation = 50% per year Exercise price = $115 Stock price = $100 Interest rate = 8% per year Dividend Yield = 2% per year Standard Deviation of stock’s rate of return = .5 (50% per year)
Obtain the general solution of the following DEs: i. y′′′ + y′′ − 4y′ + 2y = 0 ii. y(4) + 4y(2) = 0 iii. x(x − 2)y′′ + 2(x − 1)y′ − 2y = 0; use y1 = (1
Obtain the general solution of the following DEs: i. y′′′ + y′′ − 4y′ + 2y = 0 ii. y(4) + 4y(2) = 0 iii. x(x − 2)y′′ + 2(x − 1)y′ − 2y = 0; use y1 = (1 − x) iv. y′′ − 4y = sin2(x) v. y′′