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Consider a 1 - year option with exercise price $ 9 5 on a stock with annual standard deviation 1 0 % . The T

Consider a 1-year option with exercise price $95 on a stock with annual standard deviation 10%. The T-bill rate is 3% per year. Find ) for stock prices (d) $90,(b) $95, and (c) $100.(Do not round intermediate calculations. Round your answers to 4 decimal places.)
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