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Consider a stock selling for $100, with volatility (standard deviation) of 30% per year. The stock pays no dividends. The risk-free continuously compounded interest rate
Consider a stock selling for $100, with volatility (standard deviation) of 30% per year. The stock pays no dividends. The risk-free continuously compounded interest rate is 4%. What is the Black-Scholes value of a call option on this stock with strike price 95 and 3-month maturity?
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Financial Management For Nurse Managers And Executives
Authors: Cheryl Jones, Steven A. Finkler, Christine T. Kovner
4th Edition
