Question
Current market price: $95 Strike/exercise price: $100 Risk-free rate (r f ): 5% Time: 6 months Standard deviation: 40% Use the Black-Scholes Option Pricing Model
Current market price: $95
Strike/exercise price: $100
Risk-free rate (rf): 5%
Time: 6 months
Standard deviation: 40%
Use the Black-Scholes Option Pricing Model to calculate the call price and put price of this option
Attach the screen print of your computer output. Do no show any manual calculations.
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Financial management theory and practice
Authors: Eugene F. Brigham and Michael C. Ehrhardt
12th Edition
978-0030243998, 30243998, 324422695, 978-0324422696
