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2. Use the BIackScholes to find the value of a call option on the following stock. Time to expiration 2-month Standard deviation 30% per year

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2. Use the BIackScholes to find the value of a call option on the following stock. Time to expiration 2-month Standard deviation 30% per year Exercise price $40 Stock price $45 Interest rate 4% What is the value of the put option with the same strike price

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