Sheet1
| Date(weekly) | TSLA(price) | Return ( LN(P(t+1)/P(t)) | V1 | |||||
| 12/29/14 | 219.3 | |||||||
| 1/5/15 | 206.7 | |||||||
| 1/12/15 | 193.1 | |||||||
| 1/19/15 | 201.3 | |||||||
| 1/26/15 | 203.6 | |||||||
| 2/2/15 | 217.4 | |||||||
| 2/9/15 | 203.8 | |||||||
| 2/16/15 | 217.1 | Input Section | ||||||
| 2/23/15 | 203.3 | [a] | S (stock price) ($) | [a] | ||||
| 3/2/15 | 193.9 | [b] | Std. dev. of stock return | [b] | ||||
| 3/9/15 | 188.7 | [c] | E(Exercise/Strike price)($) | [c] | ||||
| 3/16/15 | 198.1 | Risk free rate | 2% | |||||
| 3/23/15 | 185.0 | Today's date | 5/8/20 | |||||
| 3/30/15 | 191.0 | Expiration date | ||||||
| 4/6/15 | 210.9 | [d] | T (time to maturity) | [d] | ||||
| 4/13/15 | 206.8 | |||||||
| 4/20/15 | 218.4 | |||||||
| 4/27/15 | 226.0 | |||||||
| 5/4/15 | 236.6 | |||||||
| 5/11/15 | 248.8 | |||||||
| 5/18/15 | 247.7 |
Click open this excel file for the given stock price data and option price quote. You are asked to fill out four missing info. in the input section for Black-Schole model. Please assume population instead of a sample when calculating standard deviation. Please keep your answer to two decimals, for standard deviation, enter in decimal format, not in percent. For example, if answer is 0.2356, just enter 0.24. For answer greater than 1000, please do not enter ” $ ' or ” , ” or “%”, only numbers please.
