Using the black-scholes option valuation formula compute


Using the Black-Scholes option valuation formula, compute the price of a Marathon Oil (MRO) call option with 4 months to expiration that has a strike price of 45. Assume the current stock price is 48, the T-bill yield is 4.5%, and the volatility of MRO is 30%.

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Finance Basics: Using the black-scholes option valuation formula compute
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