Click open this excel file BS.xIsx for the given stock price data and option price quote.
You are asked to fill out four missing info, in the input section for Black-Scholes model.
S (stock price) ($)
Std. dev. of stock return E(Exercise or Strike price)($) I T (time to maturity)
Please assume population instead of a sample when calculating standard deviation.
Please keep your answer to two decimals, for standard deviation, enter in decimal format, not in percent. For example, if answer is 0.2356, just enter 0.24.
For answer greater than 1000, please do not enter ” $ ‘ or “or only numbers please, for example. 1234.67