Answer:
x = 52
Step-by-step explanation:
(X/4) + 3=16 (subtract 3 from both sides)
x/4 = 16 - 3
x/4 = 13 (multiply both sides by 4)
x = 13 (4) = 52
Answer:
Brownian Motion- The usual model for the time-evolution of an asset price S(t) is given by the geometric Brownian motion.
Now the geometric Brownian motion is represented by the following stochastic differential equation:
- Note- <em>coefficients μ representing the drift and σ,volatility of the asset, respectively, are both constant in this model.</em>
To solve the problem now we have the been Data provided:
μ= 0.12,
σ=0.24,
Step-by-step explanation:
<u>Step A:</u>
we have, the variables of Black Scholes Model, by putting the values of variables available, we get:
- S = Current stock price = 40
,
Next is, "r" the risk free rate,
- risk free rate, r = mu = 0.12
,
- time to maturity, T, as we have;
- T= 4 months = 4/12.
- T = 1/3 year(360 days)
<u>Step B:</u>
We now need to calculate the parameter d₂ of the Black Scholes Model. .
- The probability which we want is 1 - N(-d₂),
<u>Step C:</u>
As step C is done on excel for further calculations so, do use it if you are solving it on computer.
Answer:
3) -11 + 11
Step-by-step explanation:
-11+11=0
Answer:
Step-by-step explanation:
If the point Q that is located two over three the distance from point P to point R, then PQ:QR=2:3.
Use formula to find the coordinates of the point Q:
In your case, P(-2,7) and R(1,0), then
Hello :
<span>What would the graph look like for problem y=3/4x-7/8 is the line passes for
(0, -7/8) when the slope is : 3/4</span>