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)
Module 4 – SLPBusiness Analytics & Intelligence ReportingAssignment Overview Final Analysis **Complete Module 4 SLP before Module 4 Case** We have been
Module 4 – SLPBusiness Analytics & Intelligence ReportingAssignment Overview Final Analysis **Complete Module 4 SLP before Module 4 Case** We have been working with survey data throughout class. Create a final report that can be used by industry leaders. Data analysis is transformed to business intelligence. This is where you