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)
1. Using either the Watts et al. article in this week’s required readings, choose one of the major sections of the article to evaluate. The 4 major
1. Using either the Watts et al. article in this week’s required readings, choose one of the major sections of the article to evaluate. The 4 major sections of a research article are: 1) Introduction/Literature Review 2) Methods 3) Results and 4) Discussion/Conclusion. Use this Article Evaluation Guide to