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4. The You are given that (i) S0=100, (ii) K=$90, (iii) T=6 months, (iv) r=10%, and (v) =25%. (a) Calculate the value of a European

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4. The You are given that (i) S0=100, (ii) K=$90, (iii) T=6 months, (iv) r=10%, and (v) =25%. (a) Calculate the value of a European call option and European put option using the black Scholes pricing methodology. (b) Confirm whether the pricing methodology follows the put-call parity relationship 15 mks

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