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Other Fields Homework Help Business Topic started by: Rickos on Jun 1, 2017



Title: Assume that the current price of DEY stock is $25, that a 6 month call option on the stock has a ...
Post by: Rickos on Jun 1, 2017
Assume that the current price of DEY stock is $25, that a 6 month call option on the stock has a strike or exercise price of $27.50, the risk free rate is 4%, and that you have calculated N(d1) as .5476 and N(d2) as .4432. Use the Black-Scholes model to calculate the price of the option.
A) $1.74
B) $4.20
C) 1.98
D) $2.50


Title: Re: Assume that the current price of DEY stock is $25, that a 6 month call option on the stock has a ...
Post by: David_hess on Jun 1, 2017
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Title: Re: Assume that the current price of DEY stock is $25, that a 6 month call option on the stock has a ...
Post by: Rickos on Jul 5, 2017
I really needed your help, thank you! 8-)