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2. Assume all Black and Scholes assumptions hold, the value of a standard call option follows Black and Scholes formula given by c(S,,t)=90(d)-Ke=17**@(dj) + r

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2. Assume all Black and Scholes assumptions hold, the value of a standard call option follows Black and Scholes formula given by c(S,,t)=90(d)-Ke="17**@(dj) + r +- K ) 2 OVT - t m ()+(-

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