Solutions fundamentals of futures and options markets 7e by hull chapter 14

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... options are settled in cash Further Questions Problem 14. 13 A company has granted 2,000,000 options to its employees The stock price and strike price are both $60 The options last for years and. .. company decides to value the options using an expected life of six years and a volatility of 22% per annum The dividend on the stock is $1, payable half way through each year, and the risk-free rate... current rules the options are valued only once—on the grant date Arguably it would make sense to treat the options in the same way as other derivatives entered into by the company and revalue them
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