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Mack Seholet Model Current stock price -315 Time to maturity of option =6 months. Varance of stock retum =0.11. Strive price of option =$14 Rink-freer

Mack Seholet Model Current stock price -315 Time to maturity of option =6 months. Varance of stock retum =0.11. Strive price of option =$14 Rink-freer rate =8% d1=0.54061d2=0.34749 N(d1)=0.71972N(d2)=0.63509

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