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)
Writer’s Notebook 4.2 InstructionsWatching the film For this assignment, you practice how to watch a film carefully with a critical eye by taking notes on
Writer’s Notebook 4.2 InstructionsWatching the film For this assignment, you practice how to watch a film carefully with a critical eye by taking notes on it. Complete the notes and upload them. This assignment does not need to written in essay format, so you can use bullet points to arrange