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)
Hello these are discussion post that are meant to be responded with only 75 -90 words using your own words 1.Instructor: We often want those silver
Hello these are discussion post that are meant to be responded with only 75 -90 words using your own words 1.Instructor: We often want those silver bullets—quick answers that will solve our problem…but there are no silver bullets in life! I am referring to JIT inventory and EOQ here…but I