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Use the Black-Scholes model. What's the value of the following call option? Stock price (P s ) $66 Strike (P e ) $78 Time to
Use the Black-Scholes model. What's the value of the following call option?
Stock price (Ps) | $66 |
Strike (Pe) | $78 |
Time to expiration (T) | 0.5 |
Standard deviation () | 0.2 |
Interest rate (r) | 0.06 |
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