Blackscores pricing modelForums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › Blackscores pricing modelThis topic has 1 reply, 2 voices, and was last updated 8 years ago by John Moffat.Viewing 2 posts - 1 through 2 (of 2 total)AuthorPosts April 18, 2016 at 7:15 am #310910 mtikamaMemberTopics: 5Replies: 3☆Hi John, I did not indicate the topic. However the question remains the same. If given a NPV of -2,000,000 and an investment outlay of $20,000,000 what would be Pa and Pe when all variables are given. April 18, 2016 at 8:32 am #310988 John MoffatKeymasterTopics: 57Replies: 54458☆☆☆☆☆I assume you mean Black Scholes pricing 🙂Pe = 20M and Pa = 18M (if the NPV is – 2M then the PV of the returns must be 18M)AuthorPostsViewing 2 posts - 1 through 2 (of 2 total)You must be logged in to reply to this topic.Log In Username: Password: Keep me signed in Log In