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can you post step by step how to find each value. or expand the cells to show the excel formulas. 2. Stock ABC is trading

can you post step by step how to find each value. or expand the cells to show the excel formulas.
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2. Stock ABC is trading for $34. The stock has a standard deviation on a daily basis of 2%. The risk free rate on a continuously compounded basis is 2%. a. What is the price of a call that expires in 36 days and has a strike price of 35 ? b. What is delta of the call option

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