What is the value of a 6-month call with a strike price of $35 given the Black-Scholes Option Pricing Model and the following information?
A) $0
B) $0.13
C) $1.06
D) $1.85
E) $2.14

Question

What is the value of a 6-month call with a strike price of $35 given the Black-Scholes Option Pricing Model and the following information? 
A) $0 
B) $0.13 
C) $1.06 
D) $1.85 
E) $2.14

Quizplus · Accepted Answer

The Answer of What is the value of a 6-month call with a strike price of $35 given the Black-Scholes Option Pricing Model and the following information? 
A) $0 
B) $0.13 
C) $1.06 
D) $1.85 
E) $2.14

What Is the Value of a 6-Month Call with a Strike