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Business, 30.09.2019 19:30 Knownothing

Consider a 9-month european call option with a strike price of $40 on a stock that sells for $35 today. if the annual risk-free rate (continuously compounded) is 8%, the stock pays no dividends, and the stock's annual volatility is 40%, then the black-scholes price for this option (rounded to the nearest cent) is

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Consider a 9-month european call option with a strike price of $40 on a stock that sells for $35 tod...
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