Roslin Robotics stock has a volatility of 24% and a current stock price of $61 per share.
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Question:
Roslin Robotics stock has a volatility of 24% and a current stock price of $61 per share. Roslin pays no dividends. Therisk-free interest is 6%. Determine the Black-Scholes value of aone-year, at-the-money call option on Roslin stock.
The Black-Scholes value of a one-year, at-the-money call option on Roslin stock is: ____?
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