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What Is the Value of a 3-Month Call Option with a Strike

Question 60

Multiple Choice

What is the value of a 3-month call option with a strike price of $25 given the Black-Scholes option pricing model and the following information? What is the value of a 3-month call option with a strike price of $25 given the Black-Scholes option pricing model and the following information? A) $3.38 B) $3.42 C) $3.68 D) $4.27 E) $5.39


A) $3.38
B) $3.42
C) $3.68
D) $4.27
E) $5.39

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