The current stock price of KMW is $27, the risk-free rate of return is 4%, and...

The current stock price of KMW is $27, the risk-free rate of return is 4%, and the standard deviation is 30%. What is the price of a 63-day call option with an exercise price of $25?

Expert Solution

Price of call option is 2.6541

jeff jeffy answered 1 year ago

90. The current stock price of KMW is $27, the risk-free rate of return is 4%,...

90. The current stock price of KMW is $27, the risk-free rate of return is 4%, and the standard deviation is 30%. What is the price of a 63-day call option with an exercise price of $25?

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