Find the Black-Scholes option price for a call option using the following data: S(0) = 100, K = 95, r = 10% (yearly inte

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answerhappygod
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Find the Black-Scholes option price for a call option using the following data: S(0) = 100, K = 95, r = 10% (yearly inte

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Find the Black-Scholes option price for a call option using the
following data: S(0) = 100, K = 95, r = 10% (yearly interest rate),
T = 3 months, σ = 50% (yearly volatility).
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