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Edit question An investor has to sell ABC in 4 month. He hedges his position against adverse evolution of ABC by using European 105 strike

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Edit question An investor has to sell ABC in 4 month. He hedges his position against adverse evolution of ABC by using European 105 strike option The spot price of ABC= 100, its volatility=20%, dividend at rate 1.5% is paid till the maturity The risk-free CCIR=2%. Determine this option premium with Black and Shoots method

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