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gisellerol gisellerol
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A month 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
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nalsaidynalsaidy
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A month ago
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gisellerol Author
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A month ago
You make an excellent tutor!
njn;l
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Yesterday
Brilliant ツ
courtneyrmcd
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2 hours ago
Smart ... Thanks!
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