Problem 21-13 (Algo) Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation...
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Problem 21-13 (Algo) Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation 6 months 44% per year Exercise price $46 $46 Annual interest rate 4% 0 Book ferences Stock price Dividend Recalculate the value of the call with the following changes: a. Time to expiration b. Standard deviation c. Exercise price d. Stock price e. Interest rate 3 months 20% per year $52 $52 6% Select each scenario independently. Note: Round your answers to 2 decimal places. a. b. C. d. e. Value of the Call Option Problem 21-13 (Algo) Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation 6 months 44% per year Exercise price $46 $46 Annual interest rate 4% 0 Book ferences Stock price Dividend Recalculate the value of the call with the following changes: a. Time to expiration b. Standard deviation c. Exercise price d. Stock price e. Interest rate 3 months 20% per year $52 $52 6% Select each scenario independently. Note: Round your answers to 2 decimal places. a. b. C. d. e. Value of the Call Option
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