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3) A stock has a current price of $115.83. A European call option on the stock expires in eight weeks, and has N(d1) = .33
3) A stock has a current price of $115.83. A European call option on the stock expires in eight weeks, and has N(d1) = .33 If volatility changes by 0.03, approximate the amount the call price is expected to change
4) Suppose the following:
i) Stock Price $80
ii) Volatility 0.35
iii) Risk Free Rate 5%
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