Given current stock price = $50
strike price = $50
risk-free rate = 10%
time to expiration of the option = 3 months
N(d1) = 0.5793
N(d2) = 0.4602
Based on the Black-Scholes option pricing model,calculate the price of the corresponding call option (round to 2 decimal places) .
A) $0
B) $5.49
C) $5.96
D) $6.52
Correct Answer:
Verified
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