The 6-month options on XYZ stock have a strike price of $40 while the stock price is $39.The risk-free rate is 3.75 percent,the standard deviation is 27 percent,N(d1) is .52434 and N(d2) is .44834.
What is the call price?
A) $2.44
B) $2.18
C) $2.85
D) $2.56
E) $2.64
Correct Answer:
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