Question
Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation 57% per year Exercise price $44 Stock price $43 Annual
Use the Black-Scholes formula for the following stock:
Time to expiration 6 months
Standard deviation 57% per year
Exercise price $44
Stock price $43
Annual interest rate 2%
Dividend 0
Calculate the value of a Call Option.(Round to 2 decimal places)
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Managerial Accounting
Authors: Ray H. Garrison, Eric W. Noreen, Peter C. Brewer
13th Edition
978-0073379616, 73379611, 978-0697789938
