Closing Closing Closing Market Price for Price for Date Index value AMZN BAC 2 2/1/2017 3 3/1/2017 4 4/1/2017 5 5/1/2017 5 6/1/2017 7 7/1/2017 B 8/1/2017 9 9/1/2017 o 10/1/2017 1 11/1/2017 2 12/1/2017 .3 1/1/2018 _4 2/1/2018 .5 3/1/2018 .6 4/1/2018 7 5/1/2018 .8 6/1/2018 9 7/1/2018 2o 8/1/2018 1 9/1/2018 22 10/1/2018 2278.87 845.04 24.68 2363.64 886.54 23.59 2362.72 924.99 23.34 2384.20 994.62 22.41 2411.80 968.00 24.26 2423.41 987.78 24.12 2470.30 980.60 23.89 2471.65 961.35 25.34 2519.36 1105.28 27.39 2575.26 1176.75 28.17 2647.58 1169.47 29.52 2673.61 1450.89 32.00 2823.81 1512.45 32.10 2713.83 1447.34 29.99 2640.87 1566.13 29.92 2648.05 1629.62 29.04 2705.27 1699.80 28.19 2718.37 1777.44 30.88 2816.29 2012.71 30.93 2901.52 2003.00 29.46 2913.98 1598.01 27.50 23 11/1/2018 2711.74 1690.17 28.40 24 12/1/2018 25 1/1/2019 26 2/1/2019 2760.17 1501.97 24.64 2506.85 1718.73 28.47 2704.10 1639.83 29.08 =7 3/1/2019 28 4/1/2019 19 5/1/2019 2784.49 1780.75 27.59 2834.40 1926.52 30.58 2945.83 1775.07 26.60
Closing Closing Closing Market Price for Price for Date Index value AMZN BAC 2 2/1/2017 3 3/1/2017 4 4/1/2017 5 5/1/2017 5 6/1/2017 7 7/1/2017 B 8/1/2017 9 9/1/2017 o 10/1/2017 1 11/1/2017 2 12/1/2017 .3 1/1/2018 _4 2/1/2018 .5 3/1/2018 .6 4/1/2018 7 5/1/2018 .8 6/1/2018 9 7/1/2018 2o 8/1/2018 1 9/1/2018 22 10/1/2018 2278.87 845.04 24.68 2363.64 886.54 23.59 2362.72 924.99 23.34 2384.20 994.62 22.41 2411.80 968.00 24.26 2423.41 987.78 24.12 2470.30 980.60 23.89 2471.65 961.35 25.34 2519.36 1105.28 27.39 2575.26 1176.75 28.17 2647.58 1169.47 29.52 2673.61 1450.89 32.00 2823.81 1512.45 32.10 2713.83 1447.34 29.99 2640.87 1566.13 29.92 2648.05 1629.62 29.04 2705.27 1699.80 28.19 2718.37 1777.44 30.88 2816.29 2012.71 30.93 2901.52 2003.00 29.46 2913.98 1598.01 27.50 23 11/1/2018 2711.74 1690.17 28.40 24 12/1/2018 25 1/1/2019 26 2/1/2019 2760.17 1501.97 24.64 2506.85 1718.73 28.47 2704.10 1639.83 29.08 =7 3/1/2019 28 4/1/2019 19 5/1/2019 2784.49 1780.75 27.59 2834.40 1926.52 30.58 2945.83 1775.07 26.60
Fundamentals of Financial Management (MindTap Course List)
15th Edition
ISBN:9781337395250
Author:Eugene F. Brigham, Joel F. Houston
Publisher:Eugene F. Brigham, Joel F. Houston
Chapter18: Derivatives And Risk Management
Section: Chapter Questions
Problem 4P: Intermediate Problems 4-5 BLACK-SCHOLES MODEL Assume that you have been given the following...
Related questions
Question
Use image raw data from image 1 to answer image 2
![AMZN
ВАС
Market
Risk-Free
2
Date
Return
Return
Return
Return
3 3/1/2017
4 4/1/2017
5 5/1/2017
6 6/1/2017
7/1/2017
8/1/2017
9 9/1/2017
10 10/1/2017
11 11/1/2017
12 12/1/2017
13 1/1/2018
14 2/1/2018
15 3/1/2018
16 4/1/2018
17 5/1/2018
18 6/1/2018
19 7/1/2018
20 8/1/2018
21 9/1/2018
22 10/1/2018
23 11/1/2018
24 12/1/2018
7
8
25 1/1/2019
26 2/1/2019
27 3/1/2019
28 4/1/2019
29 5/1/2019
30 6/1/2019](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fafa84166-7533-40b7-8d02-fb86c84525c1%2F49743dbc-0171-4681-8fab-f91de8e68490%2Fjj65yuj_processed.png&w=3840&q=75)
Transcribed Image Text:AMZN
ВАС
Market
Risk-Free
2
Date
Return
Return
Return
Return
3 3/1/2017
4 4/1/2017
5 5/1/2017
6 6/1/2017
7/1/2017
8/1/2017
9 9/1/2017
10 10/1/2017
11 11/1/2017
12 12/1/2017
13 1/1/2018
14 2/1/2018
15 3/1/2018
16 4/1/2018
17 5/1/2018
18 6/1/2018
19 7/1/2018
20 8/1/2018
21 9/1/2018
22 10/1/2018
23 11/1/2018
24 12/1/2018
7
8
25 1/1/2019
26 2/1/2019
27 3/1/2019
28 4/1/2019
29 5/1/2019
30 6/1/2019
![A
B
Closing Closing
Closing Market Price for Price for
1
Date
Index value
AMZN
BAC
2 2/1/2017
3 3/1/2017
4/1/2017
5/1/2017
6/1/2017
7/1/2017
8/1/2017
9 9/1/2017
10 10/1/2017
11 11/1/2017
12 12/1/2017
13 1/1/2018
14 2/1/2018
15 3/1/2018
16 4/1/2018
17 5/1/2018
2278.87
845.04
24.68
2363.64
886.54
23.59
4
2362.72
924.99
23.34
2384.20
994.62
22.41
2411.80
968.00
24.26
7
2423.41
987.78
24.12
2470.30
980.60
23.89
2471.65
961.35
25.34
2519.36
1105.28
27.39
2575.26
1176.75
28.17
2647.58
1169.47
29.52
2673.61
1450.89
32.00
2823.81
1512.45
32.10
2713.83
1447.34
29.99
2640.87
1566.13
29.92
2648.05
1629.62
29.04
18 6/1/2018
2705.27
1699.80
28.19
19 7/1/2018
2718.37
1777.44
30.88
20 8/1/2018
2816.29
2012.71
30.93
21 9/1/2018
2901.52
2003.00
29.46
22 10/1/2018
2913.98
1598.01
27.50
23 11/1/2018
2711.74
1690.17
28.40
24 12/1/2018
2760.17
1501.97
24.64
25 1/1/2019
2506.85
1718.73
28.47
26 2/1/2019
1639.83
29.08
2704.10
27 3/1/2019
2784.49
1780.75
27.59
28 4/1/2019
2834.40
1926.52
30.58
29 5/1/2019
2945.83
1775.07
26.60
20
77520E
20 00
1002 52](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fafa84166-7533-40b7-8d02-fb86c84525c1%2F49743dbc-0171-4681-8fab-f91de8e68490%2F2xwldzn_processed.png&w=3840&q=75)
Transcribed Image Text:A
B
Closing Closing
Closing Market Price for Price for
1
Date
Index value
AMZN
BAC
2 2/1/2017
3 3/1/2017
4/1/2017
5/1/2017
6/1/2017
7/1/2017
8/1/2017
9 9/1/2017
10 10/1/2017
11 11/1/2017
12 12/1/2017
13 1/1/2018
14 2/1/2018
15 3/1/2018
16 4/1/2018
17 5/1/2018
2278.87
845.04
24.68
2363.64
886.54
23.59
4
2362.72
924.99
23.34
2384.20
994.62
22.41
2411.80
968.00
24.26
7
2423.41
987.78
24.12
2470.30
980.60
23.89
2471.65
961.35
25.34
2519.36
1105.28
27.39
2575.26
1176.75
28.17
2647.58
1169.47
29.52
2673.61
1450.89
32.00
2823.81
1512.45
32.10
2713.83
1447.34
29.99
2640.87
1566.13
29.92
2648.05
1629.62
29.04
18 6/1/2018
2705.27
1699.80
28.19
19 7/1/2018
2718.37
1777.44
30.88
20 8/1/2018
2816.29
2012.71
30.93
21 9/1/2018
2901.52
2003.00
29.46
22 10/1/2018
2913.98
1598.01
27.50
23 11/1/2018
2711.74
1690.17
28.40
24 12/1/2018
2760.17
1501.97
24.64
25 1/1/2019
2506.85
1718.73
28.47
26 2/1/2019
1639.83
29.08
2704.10
27 3/1/2019
2784.49
1780.75
27.59
28 4/1/2019
2834.40
1926.52
30.58
29 5/1/2019
2945.83
1775.07
26.60
20
77520E
20 00
1002 52
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