Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation 52%...

Use the Black-Scholes formula for the following stock:


Time to expiration	6 months
Standard deviation	52% per year
Exercise price	$53
Stock price	$52
Annual interest rate	2%
Dividend	0

Calculate the value of a call option. (Do not round intermediate

Expert Solution

Value of call option is 7.3855

jeff jeffy answered 4 months ago

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