What is the value of a 9-month call with a strike price of $50 given the Black-Scholes Option Pricing Model and the following information?
A) $0
B) $0.26
C) $1.47
D) $1.90
E) $2.59

Question

What is the value of a 9-month call with a strike price of $50 given the Black-Scholes Option Pricing Model and the following information? 
A) $0 
B) $0.26 
C) $1.47 
D) $1.90 
E) $2.59

Quizplus · Accepted Answer

The Answer of What is the value of a 9-month call with a strike price of $50 given the Black-Scholes Option Pricing Model and the following information? 
A) $0 
B) $0.26 
C) $1.47 
D) $1.90 
E) $2.59

What Is the Value of a 9-Month Call with a Strike