Use the Black-Scholes formula to find the value of a call option on Capybara stock. Show your work. Time to expiration = 1 year Standard deviation = 50% per year Exercise price = $115 Stock price = $100 Interest rate = 8% per year Dividend Yield = 2% per year Standard Deviation of stock’s rate of return = .5 (50% per year)
The University of Manitoba I.H. Asper School of Business FIN3240 – Entrepreneurial Finance FINAL CASE EXAM: Telephony Translations,
The University of Manitoba I.H. Asper School of Business FIN3240 – Entrepreneurial Finance FINAL CASE EXAM: Telephony Translations, Inc. (A) REQUIRED: This final case exam is based on the case in Chapter 16 of the textbook. It requires each student to submit ONE (double-spaced) written report. The file should be submitted electronically on