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(10 points) Suppose So = $41, K = $40,0 = 0.3, r = 8%, and T = 0.25. The stock wil dividend in 1 month

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(10 points) Suppose So = $41, K = $40,0 = 0.3, r = 8%, and T = 0.25. The stock wil dividend in 1 month and 2 month. a.) Using Black-Sholar Formalua, find d, and dy b.) Find the price of the call option

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