Assume that you have been given the following information on Fiore Industries: Using the BlackScholes Option Pricing

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Assume that you have been given the following information on Fiore Industries:

 Current stock price = $16 Time until expiration of option = 6 months Variance of stock price = 0.12 Exercise price of op

Using the Black€“Scholes Option Pricing Model, what is the value of the option?

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Fundamentals of Financial Management

ISBN: 978-1337395250

15th edition

Authors: Eugene F. Brigham, Joel F. Houston

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