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gisellerol gisellerol
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2 months ago
Given the following information and based on the Black-Scholes option pricing model, calculate the price of the corresponding call option (round to 2 decimal places).
current stock price = $50
strike price = $50
risk-free rate = 10%
time to expiration of the option = 3 months
N(d1) = 0.5793
N(d2) = 0.4602


▸ $0

▸ $6.52

▸ $5.49

▸ $5.96
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
Author:
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nalsaidynalsaidy
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2 months ago
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gisellerol Author
wrote...

2 months ago
this is exactly what I needed
yen
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Yesterday
Good timing, thanks!
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2 hours ago
This site is awesome
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