Assume that you have been given the following information


Assume that you have been given the following information on Purcell Industries: Current stock price= 15 strike price of option =15 risk free rate = 6% n(d1)=0.59675 n(d2)=0.50000 time to maturity of option= 6 months variance of stock return =0.12 d1=0.24495 d2=0.00000 according to the black scholes option pricing model, what is the option value?

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Financial Management: Assume that you have been given the following information
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