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Find value of call using black-scholes option pricing model

What is the value of a 9-month call with a strike price of $45 given the Black-Scholes Option Pricing Model and the following information?

Stock price: $48
Exercise price: $45
Time to expiration: .75 years
Risk-free rate: 5%
N(d1): 0.718891
N(d2): 0.641713

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Finance Basics: Find value of call using black-scholes option pricing model

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Solution Preview :

Prepared by a verified Expert

Finance Basics: Find value of call using black-scholes option pricing model

Reference No:- TGS0674186

Have a Question? (oR Write a Review)

Recent Questions Asked Finance Basics

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Solution Preview :

Prepared by a verified Expert

Finance Basics: Find value of call using black-scholes option pricing model

Reference No:- TGS0674186

Recent Questions Asked Finance Basics

Q : Find annual percentage yeild for savings account

Q : Analysis of some aspect of the film good will hunting

Q : What is the long term liability

Q : Calculating net capital spending

Q : Find value of call using black-scholes option pricing model

Q : Moods disorders and schizophrenia-social psychology

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