Multiple Choice
The Whistle Stop has a stock price of $17 a share.One-year options have a strike price of $20.The risk-free rate is 2.8 percent,the standard deviation is 29 percent,N(d1) is 0.37492 and N(d2) is 0.27131.What is the call price?
A) $1.18
B) $1.26
C) $.77
D) $1.37
E) $1.10
Correct Answer:
Verified
Correct Answer:
Verified
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