11 Use the Black Scholes formula to find the value of a call option on the following stock Time to expiration 6 months Standard deviation 50 per year Exercise price $50 Stock price $50 Annual interest rate 3 Dividend 0 11 Use the Black Scholes formula to find the value of a call option on the foll...

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Fundamentals of Corporate Finance

ISBN: 978-1259722615

9th edition

Authors: Richard Brealey, Stewart Myers, Alan Marcus

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Fundamentals of Corporate Finance

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