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Assume the following for a stock and a call and a put option written on the...

Assume the following for a stock and a call and a put option written on the stock.

EXERCISE PRICE = $20

CURRENT STOCK PRICE = $20

VARIANCE = .25

TIME TO EXPIRATION = 3 MONTHS

RISK FREE RATE = 3%

Use the Black Scholes procedure to determine the value of the call option and the value of a put.

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SEE THE IMAGE. ANY DOUBTS, FEEL FREE TO ASK. THUMBS UP PLEASE

jeff jeffy answered 1 year ago
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