FIN550 Week 10 Homework

bryjnsah87
BlackScholes.xlsx

Sheet1

P $ 40.00
X $ 35.00
t 0.5
Rf 8.00%
SD 31.56%
LN(P/X) 0.1335313926
RF + (V/2)*t 0.0648961062
Sd/Sqr of t 0.2231416869
D1 0.8892444149
D2 0.666102728
N(D1) 0.81306
N(D2) 0.74733
E to -(Rf*t) 0.9607894392
Vc 7.3917197287