Question
Roslin Robotics stock has a volatility of 25% and a current stock price of $70 per share. Roslin pays no dividends. The risk-free interest is
Roslin Robotics stock has a volatility of 25% and a current stock price of $70 per share. Roslin pays no dividends. The risk-free interest is 6%. 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:
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Fundamentals Of Institutional Asset Management
Authors: Frank J Fabozzi, Francesco A Fabozzi
1st Edition
9811220034, 9789811220036
