Nowel Inc. stock is currently priced at $42. The present value of the strike price of a call option on this stock is $44. Probability one, as calculated by the Black Scholes option pricing model is .6541; probability 2 is .3722

The value of this option as calculated by Black-Scholes is
A) $(2.00).
B) $11.10.
C) $2.000.
D) $10.71.


Answer: B

Business

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