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Question 34 Black-Scholes Option-Pricing S 45 Current stock price X 50 Exercise price r 5.00% Risk-free rate of interest T 9 months Time to maturity
Question 34
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Black-Scholes Option-Pricing S 45 Current stock price X 50 Exercise price r 5.00% Risk-free rate of interest T 9 months Time to maturity of option Variance 6.308% Stock volatility 1. Call option price = 4.63
2. Call option price = 2.83
3. Call option price = 2.93
4. Call option price = 2.63
5. None of Above
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