Question 15 (1 point)

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For this and the next 3 questions: An option on a stock has the following data: S = $60.36; E = $60; r = 1.75%; T = 18 days; s = 0.674; market price of call = $3.50. What is the intrinsic value of the call?

Question 15 options:

1)	$0.36
2)	$3.50
3)	$3.14

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Question 16 (1 point)

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What is the time value of the call?

Question 16 options:

1)	$0.36
2)	$3.50
3)	$3.14

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Question 17 (1 point)

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Using the Black-Scholes model, the following results were obtained: N(d1) = 0.548 and , N(d2) = 0.4884. Calculate the theoretical price of the call using the Black-Scholes model.

Question 17 options:

1)	$3.80
3)	$33.08
4)	None of the above