Solution-Find the value of a call option on the given stock

Find the value of a call option on the given stock

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Reference no: EM131161355

Problem

Use the Black-Scholes formula to find the value of a call option on the following stock:

Time to expiration is 6 months
Standard deviation is 50% per year
Exercise Price $50
Stock Price $50
Interest rate is 3%.

Reference no: EM131161355

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Find the value of a call option on the given stock : Use the Black-Scholes formula to find the value of a call option on the following stock: Time to expiration is 6 months, Standard deviation is 50% per year, Exercise Price $50, Stock Price $50 and Interest rate is 3%.

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Find the value of a call option on the given stock

Reference no: EM131161355

Reference no: EM131161355

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