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Find the price of a six month european call option on a

Find the price of a six month european call option on a non-dividend paying stock with a strike price of 20 when the current stock price is 18, the risk free rate is 6% per annum and the volatility is 30 per annum. Use the Black scholes merton model.

Explain the implied volatility.

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Finance Basics: Find the price of a six month european call option on a

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Finance Basics: Find the price of a six month european call option on a

Reference No:- TGS01492120

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