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Please help I have others posted too HELP Use the black scholes formula for the following stock: Time to expiration: 6months Standard deviation: 54% per
Please help I have others posted too HELP
Use the black scholes formula for the following stock:
Time to expiration: 6months
Standard deviation: 54% per year
Exercise price: $54
Stock Price: $52
Annual Interest rate: 4%
Dividend: 0
A) d1=___
d2=___
B) N(d1)=___
N (d2)=___
C) What is the value of a put option? (round to 2 decimal places)
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