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;
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?
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Handbook Of The Economics Of Finance
Authors: George M. Constantinides, Milton Harris, Rene M. Stulz
1st Edition
044459406X, 978-0444594068
