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)
Hello. This is a discussion post ( 175 wrd) and two discussion posts from students that need responses with (100 words). No plagiarism, Thank
Hello. This is a discussion post ( 175 wrd) and two discussion posts from students that need responses with (100 words). No plagiarism, Thank you! Discussion: Respond to the topic of discussion below in a minimum of 175 words: Choose an ethical issue recently covered in the news faced by a