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Given the following information, calculate the value of the Call option using the Black Scholes Model.
S = 14 = Stock Price
X = 16 = Exercise or Strike Price
r = 0.05 = Risk Free Rate
T = 0.25 = Time to Maturity (as a fraction of one year)
N(d1) = 0.1469
N(d2) = 0.1230
If a stock sells for $100 per share, its last dividend was $1.50, and its growth rate is 5%, what is the stock’s required rate of return?



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