Options Model - 283.44 d1 (0.05) d2 (1.50) Call option...

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Option Pricing Using the Black-Scholes Model Inputs: Volatility: % Std Dev ( e.g. 0.30) 65% Short-term Interest Rate (e.g. .08) 6% Time to Expiration (years)  5.00  Exercise (or strike) Price  500.00  Price  120.00  Call option  Price  33.03  Put option  Price
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Unformatted text preview: 283.44 d1 (0.05) d2 (1.50) Call option price-first term $57.67 Call option price-second term $24.64 Note: i. Given an option price, you can use "Goal Seek" to back out any par ii. "GOAL SEEK" is under the "TOOLS" menu rameter...
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This note was uploaded on 05/09/2011 for the course BUSI 408 taught by Professor Zeighamkhokher during the Spring '11 term at University of North Carolina School of the Arts.

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Options Model - 283.44 d1 (0.05) d2 (1.50) Call option...

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