What Is the Value of a 6-Month Call with a Strike

question 117

Multiple Choice

What is the value of a 6-month call with a strike price of $35 given the Black-Scholes Option Pricing Model and the following information?

• A) $0
• B) $0.13
• C) $1.06
• D) $1.85
• E) $2.14

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Definitions:

Dissociative Identity Disorder

A psychological disorder characterized by the presence of two or more distinct personality states that control an individual's behavior in different circumstances.

Criticized Severely

Subjected to intense and harsh judgment or scrutiny, often in a manner that is demotivating or damaging to the recipient's well-being.

Introverted

Introverted individuals tend to be inward turning, or focused more on internal thoughts, feelings, and moods, rather than seeking external stimulation.

Dissociative Identity Disorder

A psychiatric condition where an individual has two or more distinct personality states.