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Can you show in excel if possible? 12. Find the Black-Scholes value of a put option on the stock in Problem 11 with the same
Can you show in excel if possible?
12. Find the Black-Scholes value of a put option on the stock in Problem 11 with the same exercise price and expiration as the call option. Time to expiration 6 months Standard deviation 50% per year Exercise price $50 Stock price $50 Annual interest rate 3% Dividend 0Step by Step Solution
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