Determine value of the stock call using black-scholes model

Reference no: EM13907685

Determine the value of the following call using the Black-Scholes model. The stock currently sells for $95, and the instantaneous standard deviation of the stock's return is 0.6. The call has an exercise price of $105 and has eight months to go before expiration. The continuously compounded riskless rate of interest is 8%.

Reference no: EM13907685

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Determine value of the stock call using black-scholes model : Determine the value of the following call using the Black-Scholes model. The stock currently sells for $95, and the instantaneous standard deviation of the stock's return is 0.6.

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