Question: Using the black and schools option pricing model, calculate the value of a call option whose market price sh. 50, the exercise price is shs.

Using the black and schools option pricing model, calculate the value of a call option whose market price sh. 50, the exercise price is shs. 55, the risk free rate is 10%, the standard deviation of the security returns is 40% and the months remaining to maturity is 3 months. .

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