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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: $80 Strike price: $85 Time
- Use the Black-Scholes option pricing model to calculate the price of a call option with the following parameters:
- Stock price: $80
- Strike price: $85
- Time to expiration: 6 months
- Risk-free rate: 6%
- Volatility: 30%
- Stock price: $80
- Strike price: $85
- Time to expiration: 6 months
- Risk-free rate: 6%
- Volatility: 30%
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Quantitative Methods For Business
Authors: David Anderson, Dennis Sweeney, Thomas Williams, Jeffrey Cam
11th Edition
978-0324651812, 324651813, 978-0324651751
