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Compute Black-Scholes call and put prices for the following situation: Stock price = $100 Striking price = $100 Annual volatility (sa) = 0.4 Time to

Compute Black-Scholes call and put prices for the following situation:

Stock price = $100

Striking price = $100

Annual volatility (sa) = 0.4

Time to maturity = 1 year

Continuously compounded annual rate of interest (ra) = 0.10

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