Problem:
Given the following information, calculate the three-month price of a call that is consistent with the Black-Sholes model:
P= $47, E= $45, R= 0.05, δ= 0.40
Summary of question:
This question basically belongs to Finance as well as it discusses about computing the three month price of a call that is consistent with Black-Sholes model. The given inputs have been employed for calculating the price of the call.