Question
Use the Black-Scholes option pricing model for the following problem. Given: S O = $70; X = $60; T = 0.45 year; r = 0.10;
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Use the Black-Scholes option pricing model for the following problem. Given: SO = $70; X = $60; T = 0.45 year; r = 0.10; = 0.20 yearly. No dividends will be paid before option expires. Whats the value of the call option?
A. $11.308
B. $12.898
C. $8.251
D. $10.670
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The Handbook Of Sentiment Analysis In Finance
Authors: Gautam Mitra, Xiang Yu
1st Edition
1910571571, 978-1910571576
