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44. What is the value of a 9-month call with strike price of $50 given the Black-Scholes option pricing model and the following information? Stock
44. What is the value of a 9-month call with strike price of $50 given the Black-Scholes option pricing model and the following information?
Stock price - $53
Risk-free rate - 5%
Standard deviation - 42%
N(d1) - .671898
N(d2) - .532450
A. $38.67
B. $45.70
C. $15.82
D. $9.97
E. $26.36
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Adventure Capitalist The Ultimate Road Trip
Authors: Jim Rogers
1st Edition
0375509127, 978-0375509124
