Calculate the value of an real option value of an oil producing company which has the target of a takeover at $70 per share. It had present value of estimated reserves of 3038 million barrels of oil is $52millionand the estimated development cost of reserves$50 million. The average relinquishment lifeof the reserves is 12 years. The bond rate (i.e. risk free rate) at the time of the analysis was 9.00%. The variance in oil prices is 0.03.Apply BSOPM to value the company considering the nature as real option.

FINANCIAL ACCOUNTING
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Chapter1: Financial Statements And Business Decisions
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Calculate the value of an real option value of an oil producing company which has the target of a takeover at $70 per share. It had present value of estimated reserves of 3038 million barrels of oil is $52millionand the estimated development cost of reserves$50 million. The average relinquishment lifeof the reserves is 12 years. The bond rate (i.e. risk free rate) at the time of the analysis was 9.00%. The variance in oil prices is 0.03.Apply BSOPM to value the company considering the nature as real option.

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