Determine the black-scholes value of one-year

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Reference no: EM131622533

Roslin Robotics stock has a volatility of 32% and a current stock price of $72 per share. Roslin pays no dividends. The risk-free interest is 5%. Determine the Black-Scholes value of a one-year, at-the-money call option on Roslin stock.

The Black-Scholes value of a one-year, at-the-money call option on Roslin stock is $ (Round to the nearest cent.)

Reference no: EM131622533

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