Question: Send answer ASAP 4 points Save Ariswer You have been granted stock options on 300 shares of your employer's stock. The stock is currently selling

 Send answer ASAP 4 points Save Ariswer You have been granted

Send answer ASAP

4 points Save Ariswer You have been granted stock options on 300 shares of your employer's stock. The stock is currently selling for $37.80 and has a standard deviation of 30%. The option's strike price is $35 and the time to maturity is 10 years. What is the value of each option given a risk-free rate of 3.0%? Assume that no dividends are paid. The standard normal probabilities are: N(-d1).19169 N(-d2)=53068

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