Find the price of the option half-way to maturity if the


Use the Black-Scholes formula to price a European call option for a stock whose share price today is S = 16 when the interest rate is r = 4%, the maturity date is 6 months (so T = .5 in years), the strike price is K = 17.5 and the volatility is = 20% = .2. Find the price of the option half-way to maturity if the share price at that time is 17.

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Financial Management: Find the price of the option half-way to maturity if the
Reference No:- TGS02856230

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