A stock is currently priced at $65 and has an annual standard deviation of 45 percent....

  

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A stock is currently priced at $65 and has an annual standard deviation of 45 percent. The dividend yield of the stock is 3.2 percent, and the risk-free rate is 6.2 percent. What is the value of a call option on the stock with a strike price of $62 and 49 days to expiration? (Round your answer to 2 decimal places. Omit the "$" sign in your response.) Call option $ A stock is currently priced at $65 and has an annual standard deviation of 45 percent. The dividend yield of the stock is 3.2 percent, and the risk-free rate is 6.2 percent. What is the value of a call option on the stock with a strike price of $62 and 49 days to expiration? (Round your answer to 2 decimal places. Omit the "$" sign in your response.) Call option $

Answer rating: 100% (QA)

To calculate the value of a call option using the BlackScholes option pricing model we can use the f... View the full answer