Law homework help

A non-dividend-paying stock has a price is $20 with volatility of 20%. The continuously compounded risk-free rate is 6%. a) Use the Black-Sholes-Merton model to find the price of a 12-month European call option on the stock with a strike price of $20. b) What would be the price of a 12-month American call option with the same strike price if the stock were expected to pay a $2 dividend in 4 months and another $2 dividend in 10 months?

 
"Our Prices Start at $11.99. As Our First Client, Use Coupon Code GET15 to claim 15% Discount This Month!!"

"Our Prices Start at $11.99. As Our First Client, Use Coupon Code GET15 to claim 15% Discount This Month!!":

Get started