Stock of the mccall corporation

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The stock of the McCall Corporation is currently trading at $42 per share. The stock's volatility as measured by its standard deviation is 20%. If the strike (exercise) price for a certain set of options on McCall stock carry a strike price of $40, and the options run for 6 months (180 days), determine the Black-Scholes model values for:N (d1), N (d2), N (- d1), and N (- d2). (Assume the risk-free rate is 10% and that the stock pays no dividends.)

Reference no: EM131086484

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