A call option (for purchase) gives the purchaser the right to buy a stock at...
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A call option (for purchase) gives the purchaser the right to buy a stock at the end of the period at a 45S price. The option will take another six months until maturity. The common stock market price is currently $40 and the standard deviation of its continuous return is 0.3.The annual ASH interest rate is 10%. On the basis of this information you estimate, what is the value of the option based on the Black scholes model What is the Stock Options Protection Report. .
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