Question
Using the information below to determine the call option value based on Black-Scholes Model. P=$58 T=3...
Using the information below to determine the call option value based on Black-Scholes Model.
P=$58 T=3 months X=$55 Rf=4% std.=0.25
1. determine d1 and d2
2. determine Nd1 and Nd2
3. determine Vc
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Answer #1
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