Question: Using the Black-Scholes option pricing model, find the premium for a call on Disney. The stock currently trades for $138.58. The expiration is in 30

  1. Using the Black-Scholes option pricing model, find the premium for a call on Disney. The stock currently trades for $138.58. The expiration is in 30 days. The strike price is $144. The risk free rate is 2% and the volatility (standard deviation) of the stock is .2

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