Share of R LTD are currently selling at Rs. 47 .Estimate the value of call with stike price of Rs50 and expiring 6 moth later risk free rate is 10 % .Standard deviation of return on the stock is 0.40 per year also find out the value of option on the same stock with identical strike price and expiry using black shales model
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Thanks in Advance.
Sheetal
CAclubindia
