Use the black scholes model to find the price for a call

Reference no: EM13381807

Use the Black Scholes Model to find the price for a call option with the following inputs: current stock price $28; strike price $35, time to expirations is 2months, annualized risk-free rate is 6% and variance of the stock return is 0.31. Round to the nearest cent. In the calculations round normal distribution values to 4 decimal places. My answer came up as $3.74, but it does not appear to be accurate.

Reference no: EM13381807

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