What is the current value of a six-month call option with an exercise price of $12? The
Six-month risk-free interest rate (periodic rate) is 5%. [Use the risk-neutral valuation method]
A) $9.78
B) $10.28
C) $16.88
D) $13.33

Name: What is the current value of a six-month call option with an exercise price of $12? The Six-month risk-free interest rate (periodic rate) is 5%. [Use the risk-neutral valuation method] A) $9.78 B) $10.28 C) $16.88 D) $13.33
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The Answer is A

What Is the Current Value of a Six-Month Call Option