Question
Roslin Robotics stock has a volatility of 24% and a current stock price of $55 per share. Roslin pays no dividends. The risk-free interest is
Roslin Robotics stock has a volatility of 24% and a current stock price of $55 per share. Roslin pays no dividends. The risk-free interest is 5%. Determine the Black-Scholes value of a one-year, at-the-money call option on Roslin stock.
The Black-Scholes value of a one-year, at-the-money call option on Roslin stock is ___$ (Round to the nearest cent.)
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Marketing For Financial Advisors
Authors: Eric Bradlow, Keith Niedermeier, Patti Williams
1st Edition
0071605142, 978-0071605144
