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calculate the price of an U.S. Call. Ricardo International would like you to demonstrate your knowledge of the Black-Scholes option pricing model by finding the

calculate the price of an U.S. Call.
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Ricardo International would like you to demonstrate your knowledge of the Black-Scholes option pricing model by finding the call price of an U.S. call option with the following characteristics: stock price = $60 exercise price = $60 risk-free rate is 12% volatility (variance of stock returns) = 9% per year time to maturity = 6 months

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To calculate the call price using the BlackScholes model we can use the following formula C S0 ... blur-text-image

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