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Using the Black Scholes Option Pricing Model, calculate the value of Call Options for a stock with the following information. Use the Power Point presentation along with the Standard Normal

  1. Using the Black Scholes Option Pricing Model, calculate the value of Call Options for a stock with the following information. Use the Power Point presentation along with the Standard Normal Distribution Table given to you. Show all your work.
    Inputs:  Call option price =

Risk free rate = = 0.10 or 10%
Time to maturity (annum) = (T) = 50/365
Exercise Price (K) = $40
Standard deviation (σ) = 0.23
Stock Price (S) = $42

Apr 15 2021 View more View Less

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