Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation 46% per year Exercise price $48 Stock price $46 Annual interest rate 6% Dividend 0 Calculate the value of a put option. Note: Do not round intermediate calculations. Round your answer to 2 decimal places. Value of a put option
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- Use the Black-Scholes formula to find the value of a call option based on the following inputs. (Round your final answer to 2 decimal places. Do not round intermediate calculations.) Stock price Exercise price Interest rate Dividend yield Time to expiration Standard deviation of stock's returns Call value GA $ $ $ 48 60 0.07 0.04 0.50 0.26Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Stock price Interest rate |||||||||| Value of a call option = = 6 months 56 % per year 55 = 54 6% Calculate the value of a call option. (Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "S" sign in your response.)Use the Black-Scholes formula to find the value of a call option based on the following inputs. Note: Do not round intermediate calculations. Round your final answer to 2 decimal places. Stock price Exercise price Interest rate Dividend yield Time to expiration Standard deviation of stock's returns Call value $ 51 $ 64 0.068 0.04 0.50 0.265
- Calculate the value of a call option for the following stock. Use the Black-Scholes formula. Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 50% per year $50 $50 3% 0 (Do not round intermediate calculations. Round your answer to 2 decimal places.) Value of a call optionUse the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price 6 months 51% per year $41 $39 Annual interest rate 6% Dividend 0 Stock price Calculate the value of a put option. Note: Do not round intermediate calculations. Round your answer to 2 decimal places. Value of a put optionWhat are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Stock price = $76 Exercise price = $75 Risk-free rate = 4.50% per year, compounded continuously Maturity = 4 months Standard deviation = 63% per year Call price $ Put price $
- Please answer the following b-i, b-ii, b-iii, b-iv, b-v, and c.What is the value of a put option if the underlying stock price is $47, the strike price is $40, the underlying stock volatility is 52 percent, and the risk-free rate is 5.5 percent? Assume the option has 150 days to expiration. (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.) X Answer is complete but not entirely correct. Value of a put option $ 7.00Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation 42% per year Exercise price $44 Stock price $43 Annual interest rate 2% Dividend 0 Calculate the value of a call option. (Round to 2 decimal places.) Value of a call option ?
- Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation 56% per year $55 Exercise price Stock price $54 Annual interest rate 6% Dividend Calculate the value of a put option. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Value of a put optionNoneManshukh