According to the black-scholes option pricing model

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Assume that you have been given the following information on Purcell Industries: Current Stock Price = $15 Stock price of option = $15 Time to maturity of option = 6 months Risk-free rate = 6% Variance of stock return = 0.12 D_1 = 0.24495 N(d_1) = 0.59675 D_2 = 0.00000 N(d_2) = 0.50000 According to the Black-Scholes option pricing model, What is the option’s value?

Reference no: EM131072157

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