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What would be the value of the options

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Question - Assume you have been given the following information on Purcell Industries:

Current stock price = $15

Time to maturity of option = 6 months

Variance of stock price = 0.2

D2 = 0.00000

N(d2) = 0.50000

Exercise price of option = $15

Risk -free rate = 6%

D1 = 0.24495

N(d1) = 0.59675

Using the Black-Scholes Option Price Model, what would be the value of the options?

Reference no: EM132930715

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