6. Use the Excel Solver to find the stock price for which there is the maximum difference...

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6. Use the Excel Solver to find the stock price for which there is the maximum difference between the Black-

Scholes call option price and the option's intrinsic value. Use the following values: S = 45, X = 45, T = 1, σ =

40 percent, r = 8 percent.

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Financial Modeling

ISBN: 9780262024822

2nd Edition

Authors: Simon Benninga

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Question Posted: Oct 17, 2024 11:02 AM

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6. Use the Excel Solver to find the stock price for which there is the maximum difference...

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Financial Modeling

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