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Use the Black-Scholes option pricing model to calculate the price of a call option with the following parameters: Stock price: $100 Strike price: $105 Time
Use the Black-Scholes option pricing model to calculate the price of a call option with the following parameters:
- Stock price: $100
- Strike price: $105
- Time to expiration: 6 months
- Risk-free rate: 5%
- Volatility: 20%
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Financial Accounting
Authors: Carl S. Warren, Jim Reeve, Jonathan Duchac
14th edition
1305088433, 978-1305088436
