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The information needed is:
Stock price = $39
Exercise price = $40
Time to maturity = 0.5 years
Risk-free rate = 10% per year
Stock volatility = standard deviation of 40%/year
Using the Black-Scholes option pricing formula, calculate the value of a European call option that will not pay a dividend. What is the intrinsic value of this option? What is the time value of this option?
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Bulldog Inc. recently made a $75,000 purchase from a vendor. The vendor will accept payment by check or ACH. In either case, the vendor offers net trade credit terms of 30 days. Assuming a discount rate of 5%, what is the present value of an ACH disb..
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