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CAN YOU PLEASE SHOW YOUR WORK IN EXCEL CLEARLY Black-Scholes Model Assume that you have been given the following information on Purcell Industries' call options:
CAN YOU PLEASE SHOW YOUR WORK IN EXCEL CLEARLY
Black-Scholes Model Assume that you have been given the following information on Purcell Industries' call options: = = $13 Strike price of option Risk-free rate = 6% Current stock price $13 Time to maturity of option = 3 months Variance of stock return = 0.12 di = 0.17321 d2 = 0.00000 N(1) = 0.56875 N(02) = 0.50000 According to the Black-Scholes option pricing model, what is the option's value? Do not round intermediate calculations. Round your answer to the nearest cent. Use only the values provided in the problem statement for your calculations. $Step by Step Solution
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