(Intrinsic value vs. BlackScholes value for call) Use the Excel Solver to find the stock price for...

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(Intrinsic value vs. Black–Scholes value for call) 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%, r = 5%.

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