Taggart Transcontinental's stock has a volatility of 28% and a current stock price of $39...
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Finance
Taggart Transcontinental's stock has a volatility of 28% and a current stock price of $39 per share. Taggart pays dividends with present value of $2.5. The riskfree interest rate is 3%. The BlackScholes value of a twoyear, call option on Taggart stock with strike price of $38 is closest to:
a.
$3.89
b.
$4.29
c.
$5.34
d.
$6.02
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