Question
Let's assume that we have a stock that is priced at $47 a share. There is a call that expires in 5 months that has
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Let's assume that we have a stock that is priced at $47 a share. There is a call that expires in 5 months that has a strike price of $44.50. The stock has a standard deviation of .35 and the risk free rate is 2.25%.
Let's find the price of this call using the BSOPM.
What is the value for d2?
A. .3963
B. .2259
C. .1705
D. .5916
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Banking Secrecy And Global Finance
Authors: Donato Masciandaro, Olga Balakina
1st Edition
1137400099, 978-1137400093
