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Suponga que ha recibido la siguiente informacin sobre Purcell Industries: Precio actual de las...

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Accounting

Suponga que ha recibido la siguiente informacin sobre Purcell Industries:

Precio actual de las acciones = $17 Precio de ejercicio de la opcin = $13 Tiempo hasta el vencimiento de la opcin = 5 meses Tasa libre de riesgo = 5% Varianza del rendimiento de las acciones = 0,16 d1 = 0,22967 N(d1) = 0,65344 d2 = 0,06245 N(d2) = 0,49288

De acuerdo con el modelo de valoracin de opciones de Black-Scholes, cul es el valor de la opcin? Redondea tu respuesta al centavo ms cercano.

ps

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