Use the Black - Scholes formula for the following stock: Time to expiration 6 months Standard deviation
Fantastic news! We've Found the answer you've been seeking!
Question:
Use the BlackScholes formula for the following stock:
Time to expiration months
Standard deviation per year
Exercise price $
Stock price $
Annual interest rate
Dividend
Recalculate the value of the call with the following changes:
a Time to expiration months
b Standard deviation per year
c Exercise price $
d Stock price $
e Interest rate
Select each scenario independently.
Note: Round your answers to decimal places.
a C falls to
b C falls to
c C falls to
d C rises to
e C rises to
Posted Date: