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Black-scholes option pricing model-finding the call price

Assignment:

Can I find the probabilities using Excel?

A firm wants one to show what they know about the Black-Scholes option pricing model through finding the call price of an U.S call option with the following characteristics:

stock price = $60
exercise price = $60
risk-free rate is 12%
volatility (variance of stock returns) = 9% per year
time to maturity = 6 months

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Finance Basics: Black-scholes option pricing model-finding the call price

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