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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 | $ | 56.00 | ||||
| Exercise price | $ | 66.00 | ||||
| Interest rate | 5.00 | % | ||||
| Dividend yield | 2.00 | % | ||||
| Time to expiration | 0.8333 | |||||
| Standard deviation of stocks returns | 36.00 | % | ||||
Call value=
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Economics And Personal Finance
Authors: Irvin Tucker, Joan Ryan
1st Edition
1133562108, 978-1133562108
