Using the black-scholes option pricing model calculate the


Using the Black-Scholes option pricing model, calculate the value of a European call option on S&P500 under the following parameters. Current value of S&P500 is $940, interest rate is 0.17% per year, annualized volatility of S&P500 is 24%, option strike is $950, and option expiration is in 3 months. (These are data from the financial crisis period.)

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Financial Management: Using the black-scholes option pricing model calculate the
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