Question: Under the Black - scholes model , ______ is the value the following call option for the following data stock price Rs . 210 ;

UndertheBlack-scholes model,______is thevaluethefollowing call optionfor thefollowing data stock price Rs.210;Strike Price Rs.220 Timetoexpiration 167 days;Risk free interest rate 10%varianceofannual stock returns20% a) 22.89 b) 21.89 c) 23.89 d) 24.89.

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