Calculating the price of the call

Reference no: EM13827018

Problem:

Given the following information, calculate the three-month price of a call that is consistent with the Black-Sholes model:

P= $47, E= $45, R= 0.05, δ= 0.40

Summary of question:

This question basically belongs to Finance as well as it discusses about computing the three month price of a call that is consistent with Black-Sholes model. The given inputs have been employed for calculating the price of the call.

Reference no: EM13827018

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