current market price= $12 current stock price= $90 strike price= $85 time to expiration= one quater of a year annual risk free= 6% volatility= 50% per year using black Scholes model, determine whether to go long this call option

Essentials Of Investments
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Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
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Chapter1: Investments: Background And Issues
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current market price= $12

current stock price= $90

strike price= $85

time to expiration= one quater of a year

annual risk free= 6%

volatility= 50% per year

using black Scholes model, determine whether to go long this call option

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