Use the Black-Scholes Model to find the price for a call option with the following...
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Finance
- Use the Black-Scholes Model to find the price for a call option with the following inputs: (1) current stock price is $30, (2) strike price is $35, (3) time to expiration is 4 months, (4) annualized risk-free rate is 5%, and (5) variance of stock return is 0.25.
Stock price $30.00
Strike price $35.00
Time to expiration 0.333333
Risk free rate 5.00%
Variance of stock return 0.2500
Please write out formulas used not in excel
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