Question
Use the Black-Scholes formula to find the value of a call option based on the following inputs. (Round your final answer to 2 decimal places.
Use the Black-Scholes formula to find the value of a call option based on the following inputs.(Round your final answer to 2 decimal places. Do not round intermediate calculations.)
Stock price$62Exercise price$54Interest rate8%Dividend yield4%Time to expiration0.50Standard deviation of stocks returns27%
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Fundamentals Of Financial Management
Authors: Richard Bulliet, Eugene F Brigham, Brigham/ Houston
11th Edition
1111795207, 9781111795207
