(Solution Download) A stock is currently trading for Rs.29. The risk less interest is 7 % p.a continuouslycompounded....

A stock is currently trading for Rs.29. The risk less interest is 7 % p.a continuouslycompounded. Estimate the value of European call option with a strike price of Rs.30 and a timeof expiration of 4 months. The standard deviation of the stock?s annual return is 0.45. Apply BSmodel