Question: Use the Black-Scholes Option Pricing model to value a call option on the stock of Houston-based Long-Range Videoing Equipment Inc. d.b.a. Outfield Sign Stealers Inc.

Use the Black-Scholes Option Pricing model to value a call option on the stock of Houston-based

Long-Range Videoing Equipment Inc. d.b.a. Outfield Sign Stealers Inc.
Current stock price $15 d1 0.24495
Option strike price $15 d2 0
Option time to maturity 6 months N(d1) 0.596752427
Stock return variance 0.12 N(d2) 0.5
risk-free rate 6%

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