Question
What is the value of a 9-month call with a strike price of $61 given the...
What is the value of a 9-month call with a strike price of $61
given the Black-Scholes option pricing model and the following
information?
| Stock price | $63 |
| Risk-free rate | 6 percent |
| Standard deviation | 49 percent |
| N(d1) | .653300 |
| N(d2) | .487990 |
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