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)
For the second assignment, you will continue to use the “Repairing Customer Satisfaction’ Download “Repairing Customer Satisfaction’case study to develop the second of two progress reports. You will a
For the second assignment, you will continue to use the “Repairing Customer Satisfaction’ Download “Repairing Customer Satisfaction’case study to develop the second of two progress reports. You will access the case study via the link provided and follow the instructions below. Review “Types of Data Analysis” Download “Types of Data Analysis”, for additional information