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dkwilson dkwilson
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7 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 asset price = $50
• strike price = $50
• risk-free rate = 1%
• time to expiration of the option = 2 years
• N(d1) = 0.5793
• N(d2) = 0.4602

▸ $5.49

▸ $5.96

▸ $6.41

▸ $0
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
Author:
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daniboidaniboi
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7 months ago
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dkwilson Author
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7 months ago
Brilliant ツ
patyfeitosa
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Yesterday
Thanks for your help!!
7.prime7105
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2 hours ago
Thanks
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