Use the black-scholes formula to find the value of a call
Problem
Use the Black-Scholes formula to find the value of a call option on the following stock:
Time to expiration is 6 months Standard deviation is 50% per yearExercise Price $50Stock Price $50Interest rate is 3%.
Now Priced at $30 (50% Discount)
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Rated (4.3/5)
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problemuse the black-scholes formula to find the value of a call option on the following stocktime to expiration is 6
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