Krystalwilloms5812 Krystalwilloms5812

23-05-2023
Business

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Assume a stock trades at sr2. the volatlity of the stock Is 26%, and the risk-free interest rate Is 4.3%. What is the Theta of a $91 strike put option expiring in 142 days if the maturity of the
option decreases by 1 day. Please answer to 2 decimal places

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