Question: Problem 1 6 - 1 6 ( 5 tatic ) table [ [ Time to expiration, 6 , mumph ] , [ Standard derietion,Set.,fer

Problem

16 - 16 (5

tatic

)

\

table

[[

Time to expiration,

6,

mumph

], [

Standard derietion,Set.,fer Fex

], [

Eenrciae priot,

10,], [

Stock price,

15,], [

Eutirest rite,

35,], [

Pividend

,

,]]

Deepulied:

Use the flack Scholes flormula to find the value of a call option on the above shock. Calculate the value of a call option. Note: Do not reund imtermediate calculationi. Round your anower sas

2

dedimal places.

Hitaror acatrovion

$Problem 1 6 - 1 6 ( 5 tatic ) \ table [ [ Time to$

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