Roslin Robotics stock has a volatility of 30% and a current stock price of $60 per share.

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Roslin Robotics stock has a volatility of 30% 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

ISBN: 9780137845071

6th Edition

Authors: Jonathan Berk, Peter DeMarzo

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Question Posted: Jun 12, 2024 01:21 AM

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Roslin Robotics stock has a volatility of 30% and a current stock price of $60 per share.

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Corporate Finance

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