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6. [1 point] Determine the standard deviation of the percentage price change in stock price over one day. The volatility of a stock price is

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6. [1 point] Determine the standard deviation of the percentage price change in stock price over one day. The volatility of a stock price is 28% per annum. 7. [1 point] Use your call price result from Problem #3 to find the price of an identical put option, assuming put-call parity holds

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