What value does the Black-Scholes model predict for the call with a strike price of $55 expiring
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What value does the Black-Scholes model predict for the call with a strike price of $55 expiring in 9 months? The underlying asset is currently trading at $60, the risk-free rate 5.5% continuously compounded. The standard deviation of the returns on the underlying asset is 0.25
Related Book For
Fundamentals Of Corporate Finance
ISBN: 9781265553609
13th Edition
Authors: Stephen Ross, Randolph Westerfield, Bradford Jordan
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