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(3) Suppose you have sold 100 European calls on Yehaa (which does not pay dividends), each with a strike of 100 USD, with r =
(3) Suppose you have sold 100 European calls on Yehaa (which does not pay dividends), each with a strike of 100 USD, with r = 3% per annum and o = 25% per annum, which expire in 1 year. The current st...
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