Ricardo international would like you to demonstrate your, Finance Basics

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Ricardo international would like you to demonstrate your

Ricardo International would like you to demonstrate your knowledge of the Black-Scholes option pricing model by finding the call price of an U.S. call option with the following characteristics:

stock price = $60
exercise price = $60
risk-free rate is 12%
volatility (variance of stock returns) = 9% per year
time to maturity = 6 months

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Finance Basics: Ricardo international would like you to demonstrate your

Reference No:- TGS01041040

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