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For a stock index S-$100, -30%, r 5% , 3-3%, T-3, n-3 a. What is the price of a European call option with a strike
For a stock index S-$100, -30%, r 5% , 3-3%, T-3, n-3 a. What is the price of a European call option with a strike of S95? b. What is the price of a European put option with a strike of $95? C. Now let S-$95, K= $100, = 30%, r-3%, = 5%. Value both options again. 570
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