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 $ 63.00 Exercise price $ 62.00 Interest rate 7.00 % Dividend yield 2.00 % Time to expiration 0.6667 Standard deviation of stocks returns 21.00 %
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International Financial Management
Authors: Jeff Madura, Roland Fox
5th Edition
1473770505, 978-1473770508
