The equation for the Black-Scholes option pricing model is shown below. C=S0Nd1-Xe-rtNd2 Discuss the structure and...

The equation for the Black-Scholes option pricing model is shown below.

C=S0Nd1-Xe-rtNd2

Discuss the structure and logic of this equation and each of its components. Consider the following when creating your answer: Discuss what is represented by the first and second terms. This should include the individual components of each term, what each term represents, how it relates to the other term, and how the two terms jointly reflect the equilibrium value of a call option.

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