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1. Given the following parameters for all options a. 100 Stock price b. 100 Strike price c. 0% Risk-free rate d. 0% Dividend yield e.

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1. Given the following parameters for all options a. 100 Stock price b. 100 Strike price c. 0% Risk-free rate d. 0% Dividend yield e. 1Y Time to maturity f. 9.95 Price of a call option g. 4.50 Value of $10 if S at maturity is greater than K a. What is the value of a security that pays ST at maturity if ST>K ? b. What is the call option delta? c. What is the implied volatility? 1. Given the following parameters for all options a. 100 Stock price b. 100 Strike price c. 0% Risk-free rate d. 0% Dividend yield e. 1Y Time to maturity f. 9.95 Price of a call option g. 4.50 Value of $10 if S at maturity is greater than K a. What is the value of a security that pays ST at maturity if ST>K ? b. What is the call option delta? c. What is the implied volatility

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