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Required: Use the Black-Scholes formula to find the value of a call option based on the following inputs. Refer Cumulative normal distribution Table. (Do
Required: Use the Black-Scholes formula to find the value of a call option based on the following inputs. Refer Cumulative normal distribution Table. (Do not round intermediate calculations. Round your final answer to 2 decimal places.) Stock price Exercise price Interest rate Dividend yield Time to expiration Standard deviation of stock's returns $ 66 $ 72 8% 4% 0.5 28% Call value
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Input Parameters Stock price S 66 Exercise price X 72 Riskfree interest rate r 8 008 Dividend yield ...
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Principles of Corporate Finance
Authors: Richard A. Brealey, Stewart C. Myers, Franklin Allen
10th Edition
9780073530734, 77404890, 73530735, 978-0077404895
