题目内容（请给出正确答案）

[主观题]

What is the value of a 9-month call with a strike price of $50 given the Black-Scholes Opt

ion Pricing Model and the following information？ stock price=$47 exercise price=$50 time to expiration=0.75 risk -free rate=0.04 N(d1)=0.46119 N(d2)=0.39334

A、$0.26

B、$1.47

C、$1.90

D、$2.59

提问人：网友hekui168 发布时间：2022-01-07

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