{ "key_pair_value_system": true, "answer_rating_count": "", "question_feedback_html": { "html_star": "", "html_star_feedback": "" }, "answer_average_rating_value": "", "answer_date_js": "2024-06-17T10:44:25-04:00", "answer_date": "2024-06-17 10:44:25", "is_docs_available": "", "is_excel_available": "", "is_pdf_available": "", "count_file_available": 0, "main_page": "student_question_view", "question_id": "3187555", "url": "\/study-help\/questions\/use-the-blackscholesmerton-model-to-value-a-european-call-option-3187555", "question_creation_date_js": "2024-06-17T10:44:25-04:00", "question_creation_date": "Jun 17, 2024 10:44 AM", "meta_title": "[Solved] Use the Black-Scholes-Merton model to val | SolutionInn", "meta_description": "Answer of - Use the Black-Scholes-Merton model to value a European call option on the spot price of a share when the strike price | SolutionInn", "meta_keywords": "black-scholes-merton,model,value,european,call,option,spot,price,share,strike,$40,expiration", "question_title_h1": "Use the Black-Scholes-Merton model to value a European call option on the spot price of a share when the strike price is $40, and the", "question_title": "Use the Black-Scholes-Merton model to value a European call option on the", "question_title_for_js_snippet": "Use the Black Scholes Merton model to value a European call option on the spot price of a share when the strike price is $40, and the expiration is in 6 months The current price of share is $45 The risk free rate is 5 per annum and the volatility is 30 Use normal distribution tables at the end of the textbook to calculate the final put price Please show all formulae and calculations ", "question_description": "

Use the Black-Scholes-Merton model to value a European call option on the spot price of a share when the strike price is $40, and the expiration is in 6 months. The current price of share is $45. The risk-free rate is 5% per annum and the volatility is 30%. Use normal distribution tables at the end of the textbook to calculate the final put price. Please show all formulae and calculations. <\/p>", "transcribed_text": "", "related_book": { "title": "College Accounting", "isbn": "1285892070, 538489669, 9781111790301, 978-1285892078, 9780538489669, 1111790302, 978-0538745192", "edition": "20th Edition", "authors": "Heintz and Parry", "cover_image": "https:\/\/dsd5zvtm8ll6.cloudfront.net\/si.question.images\/book_images\/73.jpg", "uri": "\/textbooks\/college-accounting-20th-edition-73", "see_more_uri": "" }, "free_related_book": { "isbn": "B0849X31PL", "uri": "\/textbooks\/the-boutique-bible-1st-edition-979-8603323053-385183", "name": "The Boutique Bible", "edition": "1st Edition" }, "question_posted": "2024-06-17 10:44:25", "see_more_questions_link": "\/study-help\/questions\/business-corporate-finance-2020-July-01", "step_by_step_answer": "The Answer is in the image, click to view ...", "students_also_viewed": [ { "url": "\/crystal-growth-furnace-is-used-in-research-to-determine-how", "description": "A crystal growth furnace is used in research to determine how best to manufacture crystals used in electronic components for the space shuttle. 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