Black Scholes - 7.55 PV(Exercise $54.66 d1-1.1604 N(d1...

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Black-Scholes Option Pricing Values Stock Price $51.375 Exercise Price $55.000 Standard Deviation 0.1822 Days to Maturity 30.0000 Years to Maturity 0.0822 Square Root of Years 0.2867 Annual Risk-Free Rate
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Unformatted text preview: 7.55% PV (Exercise) $54.66 d1-1.1604 N(d1) 0.1230 d2-1.2126 N(d2) 0.1126 Call Price $0.16 Put Price* $3.44 *Put Price = C + Ee-r*t- S...
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This note was uploaded on 07/13/2011 for the course FIN 4414 taught by Professor Staff during the Spring '08 term at University of Florida.

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