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papahomer papahomer
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6 years ago
Assume that the current price of DEY stock is $27.50, that a 6 month call option on the stock has a strike or exercise price of $25.50, 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)
Textbook 
Financial Management: Principles and Applications

Financial Management: Principles and Applications


Edition: 13th
Authors:
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LutionalLutional
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6 years ago
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papahomer Author
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6 years ago
Thank you, thank you, thank you!
logbi
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Yesterday
this is exactly what I needed
homework1
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2 hours ago
Just got PERFECT on my quiz
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