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1) You are given input data for the following European call option: So K $30.00 $28.00 17.00% o r 2% a Using Black Scholes, create
1) You are given input data for the following European call option: So K $30.00 $28.00 17.00% o r 2% a Using Black Scholes, create a table showing the value of the option by varying the time to maturity from 0 years to 1 year in increments of .05. (For 0 years, use a very small number so that Black Scholes will work.) What is the time value of the option when T=.5 years? Write your answer here to 3 decimal points
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