A stock sells for $110.A call option on the stock has an
exercise price of $105...
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Finance
A stock sells for $110.A call option on the stock has anexercise price of $105 and expires in 43 days.Assume that theinterest rate is 0.11 and the standard deviation of the stock'sreturn is 0.25
Required:
What is the call price according to the Black Scholesmodel?
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We use BlackScholes Model to calculate the value of the call and put options The value of a call and put option are C S0 Nd1 Kert Nd2 where S0 current spot
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