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. Global Strategic Management This 200-word response journal measures your mastery of ULOs 2.2 and 5.3. What are your thoughts about the importance of
1. Global Strategic Management This 200-word response journal measures your mastery of ULOs 2.2 and 5.3. What are your thoughts about the importance of strategy in an era of significant challenge and change? What ethical parameters, including human rights and intellectual property, do you think should be addressed in a