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Nowel IncStock Is Currently Priced at $42

Question 80

Multiple Choice

Nowel Inc.stock is currently priced at $42.The present value of the strike price of a call option on this stock is $44.Probability one, as calculated by the Black Scholes option pricing model is .6541; probability 2 is .3722.The value of this option as calculated by Black-Scholes is


A) $(2.00) .
B) $11.10.
C) $2.000.
D) $10.71.

Correct Answer:

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