Calculate, using the BlackScholes formula, the value of a call option given the following information: Interest rate

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Calculate, using the Black–Scholes formula, the value of a call option given the following information:

Interest rate = 7%

Time to expiration = 90 days

Stock price = $50

Exercise price = $45

Standard deviation = 0.4

What is the price of the put using the same information?

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Investments Analysis And Management

ISBN: 9781118975589

13th Edition

Authors: Charles P. Jones, Gerald R. Jensen

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Question Posted: Dec 27, 2023 05:23 AM

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Calculate, using the BlackScholes formula, the value of a call option given the following information: Interest rate

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