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Unformatted text preview: Strike Price (K) $13.83 Market Price (S) $13.83 Duration period (T) 10 Vesting period 3 Volatility (σ) 0.6 Risk free rate (rf) 2.60% Dividend (q) 0.00% F 17.936543 d1 1.0191158 d2-0.7201369 Fair Value $9.19...
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- Fall '08
- Black-Scholes calculator