You have been given the following information on a call option on the stock of Puckett Industries: P = $65 X = $70 t = 0.5 rRF = 5% s = 50.00% a. Using the Black-Scholes Option Pricing Model, what is the value of the call option? b. Suppose there is a put option on Puckett's stock with exactly the same inputs as the call option. What is the value of the put?
Paper#8746 | Written in 18-Jul-2015Price : $25