Question
Use the Black-Scholes formula to find the value of a call option based on the following inputs. Refer Cumulative normal distribution Table. (Do not round
Use the Black-Scholes formula to find the value of a call option based on the following inputs. Refer Cumulative normal distribution Table. (Do not round intermediate calculations. Round your final answer to 2 decimal places.)
| Stock price | $ 60 |
|---|---|
| Exercise price | $ 66 |
| Interest rate | 7% |
| Dividend yield | 4% |
| Time to expiration | 0.5 |
| Standard deviation of stocks returns | 26% |
Call Value ?
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The First Time Homebuyers Handbook
Authors: Dean Thompson
1st Edition
1658856112, 978-1658856119
