Assume that the current price of FGX stock is $35, that a 6 month call option on the stock has a strike or exercise price of $33.00, the risk free rate is 4%, and that you have calculated N(d1) as .65 and N(d2) as .55

Use the Black-Scholes model to calculate the price of the option.
What will be an ideal response?


Answer: $35(.65) - 33(.9900) × .55 = $4.96

Business

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