Use the Black-Scholes formula for calculations and show your steps. When evaluating N(z), use the values in the attached N(z) table. a. What is the price of a $35 strike European call? Assume the current stock price is $38.50, the annual volatility is 0.25, the annualized continuously compounding interest rate is 6%, the stock pays no dividend, and the option

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Principles of Corporate Finance

10th Edition

Authors: Richard A. Brealey, Stewart C. Myers, Franklin Allen

ISBN: 978-0077404895