Use the Black-Scholes formula to find the value of a call option on the following stock: Time

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Use the Black-Scholes formula to find the value of a call option on the following stock:

Time to expiration ...........6 months

Standard deviation ..........50% per year

Exercise price ............$50

Stock price .............$50

Interest rate ............3%

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Investments

ISBN: 9780073530703

9th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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Question Posted: Jan 04, 2013 08:02 AM

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Use the Black-Scholes formula to find the value of a call option on the following stock: Time

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Investments

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