Roslin Robotics stock has a volatility of 24% and a current stock price of $61 per share.

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Roslin Robotics stock has a volatility of 24% and a current stock price of $61 per share. Roslin pays no dividends. Therisk-free interest is 6%. Determine the Black-Scholes value of aone-year, at-the-money call option on Roslin stock.

The Black-Scholes value of a one-year, at-the-money call option on Roslin stock is: ____?

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Corporate Finance

ISBN: 978-0133097894

3rd edition

Authors: Jonathan Berk and Peter DeMarzo

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Posted Date: Jun 24, 2022 04:18 AM

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Roslin Robotics stock has a volatility of 24% and a current stock price of $61 per share.

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The Black Scholes value of a oneyear atthemoney call option on Roslin stock would be ... View the full answer

Corporate Finance

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