A stock trades for $47 per share. A call option on that stock has a strike price of$51 and an expiration date nine months in
A stock trades for $47 per share. A call option on that stock has a strike price of$51 and an expiration date nine months in the future. The volatility of the stock's returns is
39%,and the risk-free rate is 2%
What is the Black and Scholes value of this option?
The Black and Scholes value of this call option is
$
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Authors: George H. Pink
6th Edition
1567939651, 978-1567939651
