The Whistle Stop has a stock price of $23 a share.One-year options have a strike price of $22.50.The risk-free rate is 4.2 percent,the standard deviation is 31 percent,N(d1) is .64109 and N(d2) is .52049.
What is the call price?
A) $3.40
B) $4.06
C) $3.77
D) $3.37
E) $3.52
Correct Answer:
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