A non-dividend paying stock is currently trading at 40 what


A non-dividend paying stock is currently trading at $40. The six-month call option has a strike price of $38. If the stock has a standard deviation of 0.15 & the continuous risk-free rate is 4%, what is the Black-Scholes call option price?

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Financial Management: A non-dividend paying stock is currently trading at 40 what
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