Use the Black-Scholes formula to find the value of a call option on Capybara stock. Show your work. Time to expiration = 1 year Standard deviation = 50% per year Exercise price = $115 Stock price = $100 Interest rate = 8% per year Dividend Yield = 2% per year Standard Deviation of stock’s rate of return = .5 (50% per year)
The student must thenpost 2 replies of at least 250 words by 11:59 p.m. (ET) students must support their assertions with at least 2 peer-reviewed journal
The student must thenpost 2 replies of at least 250 words by 11:59 p.m. (ET) students must support their assertions with at least 2 peer-reviewed journal articles in current APA format. The thread must include a reference list, andeach question/answer must be delineated under an APA heading. Each reply must