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Assume that the call option expires in one month with annual vol of 25% and strike of 20$. If the stock is 26$ what is
Assume that the call option expires in one month with annual vol of 25% and strike of 20$. If the stock is 26$ what is the option value using BS formula? Risk free rate is 5% PLEASE ANSWER ASAP WILL GIVE POSITIVE RATING!
6.08
7.01
3.29
NONE OF THE ABOVE
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