What is the value of a european call option if the, Ask an Expert

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What is the value of a European call option if the underlying stock price is $74, the strike price is $76, the underlying stock volatility is 38 percent, and the risk-free rate is 5.4 percent? Assume the option has 126 days to expiration. (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.)

Value of a European call option

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Financial Management, Finance

Category:- Financial Management
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