b. Compute the Black-Scholes price of a call for which S = $100 e-0.03x0.75, K = $95
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b. Compute the Black-Scholes price of a call for which S = $100 e-0.03x0.75, K = $95 e -0.080.75 0.3, T 0.75, 8 = 0, r = 0. How does your answer compare to that for (a)?
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