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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