The 3-month options on XYZ stock have a strike price of $35 while the stock price is $43.The risk-free rate is 3.15 percent,the standard deviation is 27 percent,N(d1) is 0.95060 and N(d2) is 0.93520.What is the call price?
A) $4.14
B) $4.72
C) $8.40
D) $6.56
E) $5.64
Correct Answer:
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