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Business, 28.12.2019 03:31 alialoydd11

Roslin robotics stock has a volatility of 30% and a current stock price of $60 per share. roslin pays no dividends. the risk-free interest rate is 5%. determine the black-scholes value of a one-year, at-the-money call option (i. e. strike price = 60) on roslin stock.

a. $11.80
b. $2.08
c. $8.50
d. $4.15

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Roslin robotics stock has a volatility of 30% and a current stock price of $60 per share. roslin pay...
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