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1. The Teflon Company stock is currently selling for $60. There is a call option with an exercise price of $50 with 4 months to
1. The Teflon Company stock is currently selling for $60. There is a call option with an exercise price of $50 with 4 months to maturity. The risk free rate is 7% and the variance is .144. A. What is the value of the call? Provide all your calculations for components (N(dl), etc.) B. What is the value of the put using Put-Call parity
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