Use the Black-Scholes Model to find the price for a call option with thefollowing inputs: (1) current

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Use the Black-Scholes Model to find the price for a call option with thefollowing inputs: (1) current stock price is $30, (2) strike price is $35, (3) time toexpiration is 4 months, (4) annualized risk-free rate is 5%, and (5) variance of stockreturn is 0.25.

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Financial management theory and practice

ISBN: 978-1439078099

13th edition

Authors: Eugene F. Brigham and Michael C. Ehrhardt

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