Unit 5 Individual Project Black Scholes Option Pricing Model

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Assignment Name:

Unit 5 Individual Project

Deliverable Length:

1- 2 pages

Details:

Ricardo International would like you to demonstrate your knowledge of the
Black-Scholes option pricing model by finding the call price of an U.S. call
option with the following characteristics:

 

  • stock price = $60
  • exercise price = $60
  • risk-free rate is 12%
  • volatility (variance of stock returns) = 9% per year
  • time to maturity = 6 months

 

    • 9 years ago
    Unit 5 Individual Project Black Scholes Option Pricing Model__ELITE CLASS SOLUTION
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