We have the following data. Using the B&S Model, the price of a call option is ……….. price $100 price $120 Dev 20% 6 months rate 10.

Trigonometry (MindTap Course List)
10th Edition
ISBN:9781337278461
Author:Ron Larson
Publisher:Ron Larson
ChapterP: Prerequisites
SectionP.4: Linear Equations In Two Variables
Problem 8ECP
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We have the following data. Using the B&S Model, the price of a call option is ………..

price $100

price $120

Dev 20%

6 months

rate 10. 

 

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