Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation 55% per year Exerc
Posted: Sun Apr 17, 2022 6:19 pm
Use the Black-Scholes formula for the following stock:
Time to expiration 6 months
Standard deviation 55% per year
Exercise price $51
Stock price $50
Annual interest rate 5%
Dividend 0
Calculate the value of a call option. (Do not round intermediate
calculations. Round your answer to 2 decimal places.)
Time to expiration 6 months
Standard deviation 55% per year
Exercise price $51
Stock price $50
Annual interest rate 5%
Dividend 0
Calculate the value of a call option. (Do not round intermediate
calculations. Round your answer to 2 decimal places.)