The strike price of the Europeancallis 20, volatility is 20%, stock price is 28.57 and yearly r_free=4%. T=1. In addition the following formulae are given: d₁=ln[S/PV(X)]/(T^1/2)+[(T^1/2)/2] and d₂=d₁-T^1/2.Calculate a value for the call.

Select one:

a.c=9.37

b.c=3.2

c.c=100

d.c=2.4

The strike price of the Europeancallis 20, volatility is 20%, stock price is 28.57 and yearly r_free=4%. T=1. In addition the following formulae are given: d₁=ln[S/PV(X)]/(T^1/2)+[(T^1/2)/2] and d₂=d₁-T^1/2.Calculate a value for d₂.

Select one:

a.d₂=1.88

b.d₂=3.88

c.d₂=76

d.d₂=0.88

The strike price of the Europeancallis 20, volatility is 20%, stock price is 28.57 and yearly r_free=4%. T=1. In addition the following formulae are given: d₁=ln[S/PV(X)]/(T^1/2)+[(T^1/2)/2] and d₂=d₁-T^1/2.Calculate a value for d₁.

Select one:

a.d₁= 2.08

b.d₁=4.08

c.d₁=0.02

d.d₁= 1.2