11. Given the information below, calculate the three-month call option price that is consistent with the Black-Scholes...

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11. Given the information below, calculate the three-month call option price that is consistent with the Black-Scholes model:

p, = 47, E = 45, R = .05, (T = .40

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Investments

ISBN: 9788120321014

6th Edition

Authors: William F. Sharpe, Gordon J. Alexander, Jeffery V. Bailey

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