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58. Assume a stock price of $31.18, risk-free rate of 3.6 percent, standard deviation of 44 percent, N(d,) value of .62789, and an N(d2)
58. Assume a stock price of $31.18, risk-free rate of 3.6 percent, standard deviation of 44 percent, N(d,) value of .62789, and an N(d2) value of. 54232. What is the value of a three-month call option with a strike price of $30 given the Black-Scholes option pricing model? A. $3.38 B. $3.99 C. $3.68 D. $1.76 E. $3.45
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Investments An Introduction
Authors: Herbert B Mayo
9th Edition
324561385, 978-0324561388
