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9. (Intrinsic value vs. Black-Scholes value for call) Use the Excel Solver to find the stock price for which there is the maximum difference between

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9. (Intrinsic value vs. Black-Scholes value for call) Use the Excel Solver to find the stock price for which there is the maximum difference between the Black-Scholes call option price and the options intrinsic value. Use the fol- lowing values: S = $45, X = $45, T = 1, o = 40%, r = 5%

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