Use the Black-Scholes model to value a call option with the following data: Price $34 Exercise price 30 Risk-free rate time to expiry b 0² d1= d2= Nd1= Nd2= 0.04 0.5 0.31557 0.099584 0.762113 0.538972 0.777004 0.705047 Post your answer with 2 decimal places

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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Use the Black-Scholes model to value a call option with the following data:
Price $34
Exercise price 30
Risk-free rate
0.04
time to expiry
0.5
0.31557
0.099584
0.762113
0.538972
0.777004
0.705047
Post your answer with 2 decimal places
5
0²
d1=
d2=
Nd1=
Nd2=
Transcribed Image Text:Use the Black-Scholes model to value a call option with the following data: Price $34 Exercise price 30 Risk-free rate 0.04 time to expiry 0.5 0.31557 0.099584 0.762113 0.538972 0.777004 0.705047 Post your answer with 2 decimal places 5 0² d1= d2= Nd1= Nd2=
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