Suppose = $100, = $95, = 30%, = 0.08, = 0.03, and = 0.75. Using the technique in the previous problem, compute the Greek measure corresponding to a change in the dividend yield. What is the...


Suppose

= $100,

= $95,

= 30%,

= 0.08,

= 0.03, and

= 0.75. Using the technique in the previous problem, compute the Greek measure corresponding to a change in the dividend yield. What is the predicted effect of a change of 1 percentage point in the dividend yield?



May 05, 2022
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