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Current Stock Price $ 42.00 Exercise Price $ 35.00 Time Until Expiration 6 Months Continuously Compounded Risk-Free Rate 3.50% Variance of Underlying Stock Returns 49.00%
| Current Stock Price | $ 42.00 |
| Exercise Price | $ 35.00 |
| Time Until Expiration | 6 Months |
| Continuously Compounded Risk-Free Rate | 3.50% |
| Variance of Underlying Stock Returns | 49.00% |
Call option premium = ?
| 1. | $11.86 | |
| 2. | $12.86 | |
| 3. | $13.86 | |
| 4. | $14.86 | |
| 5. | None of Above |
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Sustainable Value Creation An Inevitable Challenge To Business And Society
Authors: Teun Wolters
1st Edition
3031353501, 978-3031353505
