Question
Calculate the option price using the following information: Option typeEuropean callTime to expiration4 monthsStrike price$30Current underlying stock price$34Underlying stock expected dividend$2.00 in 2 monthsUnderlying stock
Calculate the option price using the following information:
Option typeEuropean callTime to expiration4 monthsStrike price$30Current underlying stock price$34Underlying stock expected dividend$2.00 in 2 monthsUnderlying stock volatility40%Risk-free rate6%Pricing modelBlack-Scholes formula
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Intermediate accounting
Authors: J. David Spiceland, James Sepe, Mark Nelson
7th edition
978-0077647094
