Calculate the price of a European call option using the Black Scholes model and the following data.Stock price = $56.80.Exercise price = $55.Time to expiration = 15 days.Risk free rate = 2.5%.Standard deviation = 22%.Dividend yield = 8%.
A) $1.49
B) $1.79
C) $2.04
D) $2.19

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The Answer of Calculate the price of a European call option using the Black Scholes model and the following data.Stock price = $56.80.Exercise price = $55.Time to expiration = 15 days.Risk free rate = 2.5%.Standard deviation = 22%.Dividend yield = 8%.
A) $1.49
B) $1.79
C) $2.04
D) $2.19

Calculate the Price of a European Call Option Using the Black