Use the black-scholes model to find the price for a call, Financial Management

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Use the black-scholes model to find the price for a call

Use the Black-Scholes Model to find the price for a call option with the following inputs: (1) Current stock price is $30. (2) Strike price is $35. (3) Time to expiration is 4 months. (4) Annualized risk-free rate is 5%. (5) Variance of stock return is 0.25. Round your answer to the nearest cent. In your calculations round normal distribution values to 4 decimal places.

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Financial Management: Use the black-scholes model to find the price for a call

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Financial Management: Use the black-scholes model to find the price for a call

Reference No:- TGS02676252

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