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

Question 62

Multiple Choice

What is the value of a 6-month call with a strike price of $25 given the Black-Scholes option pricing model and the following information? What is the value of a 6-month call with a strike price of $25 given the Black-Scholes option pricing model and the following information? A) $0 B) $0.93 C) $1.06 D) $1.85 E) $2.14


A) $0
B) $0.93
C) $1.06
D) $1.85
E) $2.14

Correct Answer:

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