John is learning to calculate the value of an option using the Black Scholes Model. He is evaluating an option on NKE wi

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John is learning to calculate the value of an option using the Black Scholes Model. He is evaluating an option on NKE wi

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John Is Learning To Calculate The Value Of An Option Using The Black Scholes Model He Is Evaluating An Option On Nke Wi 1
John Is Learning To Calculate The Value Of An Option Using The Black Scholes Model He Is Evaluating An Option On Nke Wi 1 (29.87 KiB) Viewed 45 times
John is learning to calculate the value of an option using the Black Scholes Model. He is evaluating an option on NKE with an expiration date that is 147 days from today. The volatility of NKE stock is 0.11. John already knows that for this stock, the di is -18.35. What is the value of d2 for this option? Hint: Remember you must plug the days on an annual basis in the formula (i.e. 35 days = 35/365 = 0.0959 years) Please round your answer to the nearest two decimals if needed Click on the arrow next to the file below. Next, create a new sheet in the Respondus LockDown Browser spreadsheet. You can use this blank spreadsheet to calculate the answer. Make the column you are using as wide as possible. Otherwise, you might be seeing only the last decimals. Click to open:
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