Question
Apply the Black-Scholes formula to the pricing of a 6-month call option with an exercise price of $85 on a stock with a current price
Apply the Black-Scholes formula to the pricing of a 6-month call option with an exercise price of $85 on a stock with a current price of $85. The standard deviation of the annual stock return is 32%. The 6-month interest rate is 2.5%.
- $8.64
- $8.98
- $7.18
- $6.45
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The Millionaire Next Door The Surprising Secrets Of Americas Wealthy
Authors: Thomas J. Stanley, William D. Danko
1st Edition
1589795474, 978-1589795471
