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A stock trades for $50 per share. A call option on that stock has a strike price of $48 and an expiration date 3 months
A stock trades for $50 per share. A call option on that stock has a strike price of $48 and an expiration date 3 months in the future. The volatilitylof the stock's returns is 34% and the risk-free rate is 3%. What is the Black and Scholes value of this option and what is the value of a put for this stock? For the toolbar, press ALT+F10 (PC) or ALT+FN+F10 (Mac)
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