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Current Stock Price (S0) 80 Strike/Exercise Price (K) 75 Time to Maturity (T) of 1 year 1 Risk-free Rate (r) 0.04 Volatility 40% N(d1) 0.6777

Current Stock Price (S0) 80 Strike/Exercise Price (K) 75 Time to Maturity (T) of 1 year 1 Risk-free Rate (r) 0.04 Volatility 40% N(d1) 0.6777 N(d2) 0.5245 N(?d1) 0.3223 N(?d2) 0.4755 Based on the ...

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