Using the Black-Scholes-Merton model, calculate the value of an European call option under the following parameters:...

Using the Black-Scholes-Merton model, calculate the value of an European call option under the following parameters:

The underlying stock's current market price is $40; the exercise price is $35; the time to expiry is 6 months; the standard deviation is 0.31557; and the risk free rate of return is 8%.

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jeff jeffy answered 1 year ago

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