Plot the price of a Black-Scholes call for a range of interest rates from 1% to 20%.
Question:
Plot the price of a Black-Scholes call for a range of interest rates from 1% to 20%. Use the following parameters: S = 30, K = 33, T = 3, σ = 0.3, and d = 0.
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The plot for the option prices is as follows Call prices increases ...View the full answer
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