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hull.13.15 by btzoho  194 views
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Stock$70.00
Strike$65.00
Riskfree rate10%
Time (T)0.6667
Dividend (D1)$1.00
Time (t1) 0.25
Dividend (D2)$1.00
Time (t2) 0.50
T-t2 0.167
t2-t1 0.250
K @ t2$1.07 Greater than $1 (D2), so not optimal
K @ t1$1.60 Greater than $1 (D1), so not optimal
hull_13_15
 
     
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