| Assume you have been given the following information on Purcell Industries: |
|||||||
| P | $65 | X | $70 | ||||
| t | 0.5 | r | 4% | ||||
| s2 | 0.5 | ||||||
| Using the Black-Scholes Option Pricing Model, what would be the value of the option? ‘
|
| Assume you have been given the following information on Purcell Industries: |
|||||||
| P | $65 | X | $70 | ||||
| t | 0.5 | r | 4% | ||||
| s2 | 0.5 | ||||||
| Using the Black-Scholes Option Pricing Model, what would be the value of the option? ‘
|