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A stock has a current price of $40 and a volatility of 25%. Using the Black Scholes model, what is the value of a 6-month
A stock has a current price of $40 and a volatility of 25%. Using the Black Scholes model, what is the value of a 6-month European call option on this stock with a strike price of $42 if the risk free rate is 5%
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International Financial Management
Authors: Jeff Madura
3rd Edition
0314862722, 978-0314862723
