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Use the Black-Scholes formula to find the value of a call option on the following stock Time to expiration 6 months Standard deviation 50% per
Use the Black-Scholes formula to find the value of a call option on the following stock
Time to expiration 6 months
Standard deviation 50% per year
Exercise price $50
Stock price $50
Interest rate 3%
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All About Options
Authors: Thomas McCafferty
3rd Edition
0071484795, 978-0071484794
