Question: Create a spread sheet that allows you to estimate call prices using Black-Scholes del. A. verify your model with these input: So=$100, X=95, r=0.1, t=3

Create a spread sheet that allows you to estimate call prices

Create a spread sheet that allows you to estimate call prices using Black-Scholes del. A. verify your model with these input: So=$100, X=95, r=0.1, t=3 months, dend yield = 0; C=13.7. B. Calculate the call option value if the volatility is 0.6 at happened to implied volatility if the option is selling at $15? Create a spread sheet that allows you to estimate call prices using Black-Scholes del. A. verify your model with these input: So=$100, X=95, r=0.1, t=3 months, dend yield = 0; C=13.7. B. Calculate the call option value if the volatility is 0.6 at happened to implied volatility if the option is selling at $15

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