Multiple Choice
The current price of a stock is $100. What is the Black-Scholes model price of a six-month call option at strike $101, given an interest rate of 2% and a dividend rate of 1%? The volatility is 25%.
A) $6.30
B) $6.52
C) $6.56
D) $6.78
Correct Answer:
Verified
Correct Answer:
Verified
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