Question
Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation 43% per year Exercise price $58 Stock price $57 Annual
Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation 43% per year Exercise price $58 Stock price $57 Annual interest rate 2% Dividend 0 Calculate the value of a call option. (Do not round intermediate calculations. Round your answer to 2 decimal places.)
Calculate the value of a call option.
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Empirical Finance
Authors: Sardar M. N. Islam, Sethapong Watanapalachaikul
1st Edition
3790815519, 978-3790815511
