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3. Use the Black-Scholes model to find the value of of a 3 month European call option on a stock index with an annual dividend

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3. Use the Black-Scholes model to find the value of of a 3 month European call option on a stock index with an annual dividend yield q = .02 and K = 250. The initial value of the index is so = 250. The annual compounded risk free rate is r = .08 and the volatility is o = .30

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