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The Black-Scholes model is used to value call options on the stock of National Co. The following information was identified: The share price is
The Black-Scholes model is used to value call options on the stock of National Co. The following information was identified: The share price is P43. The option matures in 6 months The risk-free rate is 2%. Price of the option is at P43. What is the exponent of "e" for in computing the value of the call option using the Black-Scholes model? * [[
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Financial Reporting And Analysis
Authors: Lawrence Revsine, Daniel Collins, Bruce Johnson, Fred Mittelstaedt, Leonard Soffer
8th Edition
1260247848, 978-1260247848
