Roslin Robotics stock has a volatility of 35% and a current stock price of $60 per share.

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Roslin Robotics stock has a volatility of 35% and a current stock price of $60 per share. Roslin pays no dividends. The risk-free interest is 5%. Determine the Black-Scholes value of a oneyear, at-the-money call option on Roslin stock.

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Corporate Finance The Core

ISBN: 9781292158334

4th Global Edition

Authors: Jonathan Berk, Peter DeMarzo

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Question Posted: Feb 29, 2024 04:00 AM

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Roslin Robotics stock has a volatility of 35% and a current stock price of $60 per share.

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Corporate Finance The Core

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