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5) Calculate the value of the call and put options using the Black Scholes model, assuming the option expires in one year's time, standard deviation
5) Calculate the value of the call and put options using the Black Scholes model, assuming the option expires in one year's time, standard deviation (?) is 0.3, risk-free rate is 1.0%, a stock price ...
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Foundations of Financial Management
Authors: Stanley Block, Geoffrey Hirt, Bartley Danielsen
15th edition
978-1259194078
