Question
Use the Black-Scholes Option Pricing Model for the following problem. Given: SO = $70; X = $70; T = 70 days; r = 0.02 annually
Use the Black-Scholes Option Pricing Model for the following problem. Given: SO = $70; X = $70; T = 70 days; r = 0.02 annually (0.0000547 daily); = 0.01 (daily). No dividends will be paid before the option expires. Calculate the value of the call option.
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
9781285586618
