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Assume the following for a stock and a call and put option written on the stock EXCERCISE PRICE= $25 CURRENT STOCK PRICE= $22 VARIANCE= .25
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Assume the following for a stock and a call and put option written on the stock
EXCERCISE PRICE= $25
CURRENT STOCK PRICE= $22
VARIANCE= .25
TIME TO EXPIRATION= 6 MONTHS
RISK FREE RATE= 2%
Use the black Scholes procedure to determine the value of the call option and the value of a put
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