The black-scholes value of a one-year at-the-money call, Financial Management

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The black-scholes value of a one-year at-the-money call

Roslin Robotics stock has a volatility of 25% and a current stock price of $70 per share. Roslin pays no dividends. The? risk-free interest is 6%. Determine the? Black-Scholes value of a? one-year, at-the-money call option on Roslin stock. The? Black-Scholes value of a? one-year, at-the-money call option on Roslin stock is:

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Financial Management: The black-scholes value of a one-year at-the-money call

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Financial Management: The black-scholes value of a one-year at-the-money call

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