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Black-Scholes Model Use the Black-Scholes model to find the price for a call option with the following inputs: (1) current stock price is $28, (2)
Black-Scholes Model Use the Black-Scholes model to find the price for a call option with the following inputs: (1) current stock price is $28, (2) strike price is $37, (3) time to expiration is 4 months, (4) annualized risk-free rate is 6%, and (5) variance of stock return is 0.25. Do not round intermediate calculations. Round your answer to the nearest cent. V=P[N(d,)]-Xe-rt [N(d)] $ X - 
Use the Black-Scholes model to find the price for a call option with the following inputs: (1) current stock price is $28,(2) strike price is $37,(3) time to expiration is 4 months, (4) annualized ruskfree rate is 6%, and (5) variance of stock retum is 0.25 . Do not round intermediate calculations. Round your answer to the nearest cent. V=P[N(d1)]Xert[N(d2)]
Black-Scholes Model Use the Black-Scholes model to find the price for a call option with the following inputs: (1) current stock price is $28, (2) strike price is $37, (3) time to expiration is 4 months, (4) annualized risk-free rate is 6%, and (5) variance of stock return is 0.25. Do not round intermediate calculations. Round your answer to the nearest cent. V=P[N(d,)]-Xe-rt [N(d)] $ X -
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