問題詳情
21. The current market value of the assets of Giant Inc. is $90 million, witha standard deviation of 20 percent per year. The firm has zero-couponbonds outstanding with a total face value of S45 million. These bondsmature in 2 years. The risk-free rate is 3 percent per year compoundedcontinuously. What is the value of d1?
(A) 3.09
(B)3.58
(C)2.41
(D)2.36
(E) 2.80
參考答案
答案：[無官方正解]
難度：計算中-1
書單：沒有書單，新增