Question: Exxon Mobile (XOM) stock and options data is provided below. INPUTS Standard deviation (annual, ) 23.50% Expiration (in years, T) 1.000 Risk-free rate (annual, Rf)
Exxon Mobile (XOM) stock and options data is provided below.
| INPUTS | |
| Standard deviation (annual, ) | 23.50% |
| Expiration (in years, T) | 1.000 |
| Risk-free rate (annual, Rf) | 1.22% |
| Stock Price (P) | 142.07 |
| Exercise price (X) | 150 |
| Dividend yield (annual, ) | 1.54% |
What is the XOM Call value?
Enter your answer in the following format: 1.23
Hint: Answer is between 7.10 and 9.92
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