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What Is the Value of a 9-Month Call with a Strike

Question 56

Multiple Choice

What is the value of a 9-month call with a strike price of $50 given the Black-Scholes Option Pricing Model and the following information? What is the value of a 9-month call with a strike price of $50 given the Black-Scholes Option Pricing Model and the following information? A) $0 B) $0.26 C) $1.47 D) $1.90 E) $2.59


A) $0
B) $0.26
C) $1.47
D) $1.90
E) $2.59

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