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Use the Black-Scholes formula to find the value of a call option on the following stock: Time to expiration Standard deviation Exercise price Stock
Use the Black-Scholes formula to find the value of a call option on the following stock: Time to expiration Standard deviation Exercise price Stock price Annual Interest rate Dividend 6 months 50% per year $50 $50 396 0 Find the Black-Scholes value of a put option on the stock in Problem 11 with the same exercise price and expiration as the call option. excel
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International Money and Finance
Authors: Michael Melvin, Stefan C. Norrbin
8th edition
978-8131234136, 123852471, 978-0123852472
