Use the Black-Scholes formula to find the value of a call option on Capybara stock. Show your work. Time to expiration = 1 year Standard deviation = 50% per year Exercise price = $115 Stock price = $100 Interest rate = 8% per year Dividend Yield = 2% per year Standard Deviation of stock’s rate of return = .5 (50% per year)
revise the assignment by the feedback was given by professor, and use yellow to highlight things you revised. Add more ference for each section of the
revise the assignment by the feedback was given by professor, and use yellow to highlight things you revised. Add more ference for each section of the assignment.