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A call option with X = $47 on a stock priced at S = $52 is sells for $11. Using a volatility estimate of ????
A call option with X = $47 on a stock priced at S = $52 is sells for $11. Using a volatility estimate of ???? = 0.24, you find that N (d 1 ) = 0.7859 and N ( d 2 ) = 0.7493. The risk-free rate interes...
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