Section 5: Project 2

 

Stock Option Data.

All options start on Friday, October 17, 2003

Team

Company

Ticker Symbol

Strike price

Length of option
in weeks

Years of
historical data

Risk-free
interest rate

1

Red Hat Inc

RHAT

$13.80

12

3

1.10%

2

Revlon Inc

REV

$3.20

19

6

1.05%

3

Microsoft

MSFT

$30.00

21

7

0.95%

4

Sony Corp

SNE

$40.00

17

6

0.90%

5

Martha Stewart Living

MSO

$10.50

15

3

0.98%

6

Intel Corp

INTC

$35.00

22

9

1.22%

7

Exxon

XOM

$40.00

16

9

1.08%

Project 2 Preliminary Reports .

Date: Friday, October 31.

Order of teams: 1, 3, 2, 4, 6, 5, 7

Project 2 Final Report Schedule.

Date ? : Teams ? in that order.

Date ? : Teams ? in that order.

Date ? : Teams ? in that order.

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