Question
Use the Black-Sholes formula to find the value of a call option on the following stock: Time to expiration = 4 months Standard deviation =
- Use the Black-Sholes formula to find the value of a call option on the following stock:
Time to expiration = 4 months
Standard deviation = 20% per year
Exercise price = $45
Stock price = $45
Interest rate = 3%
Dividend yield = 0%.
(Please solve without using excel)
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Behavioral Finance And Asset Prices
Authors: David Bourghelle, Pascal Grandin, Fredj Jawadi, Philippe Rozin
1st Edition
3031244850, 978-3031244858
