Use the Black - Scholes formula to find the value of a call option based on the following input. Refer cumulative normal distribution table. (Do not round intermediate calculations. Round your final answer to 2 decimal places.) stock price $66 exercise price $71 interest rate 7% dividend yield 0% time to expiration .5 standard deviation of stocks returns 20%. a. $1.03 b. $@.65 c.$4.43 d. $5.21
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K1.
Use the Black - Scholes formula to find the value of a call option based on the following input. Refer cumulative
stock price $66
exercise price $71
interest rate 7%
dividend yield 0%
time to expiration .5
standard deviation of stocks returns 20%.
a. $1.03
b. $@.65
c.$4.43
d. $5.21
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