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Use the Black-Scholes model. What's the value of the following call option? Stock price (P s ) $78 Strike (P e ) $65 Time to
Use the Black-Scholes model. What's the value of the following call option?
| Stock price (Ps) | $78 |
| Strike (Pe) | $65 |
| Time to expiration (T) | 0.75 |
| Standard deviation () | 0.2 |
| Interest rate (r) | 0.05 |
$14.57
$6.40
$15.98
$22.93
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Global Development Finance External Debt Of Developing Countries 2011
Authors: World Bank
2011Edition
0821386735, 9780821386736
