mary is a financial analyst at black Scholes investments. she uses the black Scholes model...
70.2K
Verified Solution
Link Copied!
Question
Finance
mary is a financial analyst at black Scholes investments. she uses the black Scholes model to calculate the price of options. today, Mary is evaluating a call option on Disney. the strike price is $129 and the expiration date is 52 days from today. The underlying stock (DIS) is trading at $116 today and the risk free rate is 5%. N(d1) = 0.95 N(d2) = 0.59 What is the price of this options according to the black Scholes model? remember to plug the days on an annual basis. solve in excel
Answer & Explanation
Solved by verified expert
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
Unlimited Question Access with detailed Answers
Zin AI - 3 Million Words
10 Dall-E 3 Images
20 Plot Generations
Conversation with Dialogue Memory
No Ads, Ever!
Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
