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

Under the Black- scholes model, __ is the value the following call option for the following data stock price - Rs 210, stroke price - Rs 220, time to expiraton - 167 days, risk free interest rate - 10% , variance of annual stock income - 20%

OPTIONS :-

1. Rs 22.89

2. Rs 21.89

3. Rs 23.89

4. Rs 24.89

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