Use the Black scholes model to calculate the price of a six month at the money European call option on December gold features. December gold features are currently trading at 1300 usd per out. Assume the volatility of future contract and of gold are both 40% per annum. The risk free rate is 4% per annum and gold yield rate is 2% per annum both continuously compounding

What is the value of the European call is dollars, so the percent cost?

Use the Black Sholes model to calculate the price of a mouth-the-money furopean call option on December gold futures December goldfates are currently inding a USD 1.30 per cut. Assume the volatility of the future CICI und be wollty of spor gold we both 404 petanom Thendrere is per the old yield at 2 pm both etody composting What is the value of the European call in dollar to the recent