Question
The following information is given about options on the stock of a certain company. S 0 = 23X = 20 r c = .09T =
The following information is given about options on the stock of a certain company.
S0 = 23X = 20
rc = .09T = 0.5 yrs
volatility = 0.15
No dividends are expected.
What value does the Black-Scholes model predict for the call?
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Personal Finance
Authors: Jack R. Kapoor, Les R. Dlabay, Robert J. Hughes, Melissa Hart
12th edition
1259720683, 978-1259720680
