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gisellerol gisellerol
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4 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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4 months ago
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gisellerol Author
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4 months ago
Brilliant ツ
jmelchor77
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Correct Slight Smile TY
DAGINC
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2 hours ago
Thank you, thank you, thank you!
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