Project 2 Team Assignments

 
 
 

Team Number Option Information
Ticker Symbol Company's Name Range of historical data Number of weeks the option is to run Option starting date Risk-free interest rate Strike Price
1 CAT Caterpillar Inc. 02/15/93 - 10/13/00 20 October 13, 2000 4.9 35
2 JPM JP Morgan and Co.  Inc.  10/15/90 - 10/13/00 25 October 13, 2000 5.7 150
3 DIS Walt Disney Co. 01/14/91 - 10/13/00 18 October 13, 2000 5.5 45
4 MMM Minnesota Mining and Manufacturing 05/11/92 - 10/13/00 35 October 13, 2000 5.6 100
5 UTX United Technologies Corp. 08/08/94 - 10/13/00 12 October 13, 2000 5.3 75
6 HWP Hewlett Packard Co. 12/24/90 - 10/13/00 40 October 13, 2000 5.2 105

 


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