(ST2) Black-Scholes Model Use the Black-Scholes Model to find the price for a call option with the...

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(ST–2)

Black-Scholes Model Use the Black-Scholes Model to find the price for a call option with the following inputs: (1) current stock price is $22, (2) strike price is $20, (3) time to expiration is 6 months, (4) annualized risk-free rate is 5%, and (5) standard deviation of stock return is 0.7.

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Financial Management Theory And Practice

ISBN: 9781439078105

13th Edition

Authors: Eugene F. Brigham, Michael C. Ehrhardt

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