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What is the value of a call option if the underlying stock p…
What is the value of a call option if the underlying stock price is $96, the strike price is $90, the underlying stock volatility is 36 percent, and the risk-free rate is 6 percent? Assume the option has 122 days to expiration. Note: Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places. Do not include the % sign.
What is the value of a call option if the underlying stock p…
Questions
Whаt is the vаlue оf а call оptiоn if the underlying stock price is $96, the strike price is $90, the underlying stock volatility is 36 percent, and the risk-free rate is 6 percent? Assume the option has 122 days to expiration. Note: Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places. Do not include the % sign.
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