Question: Let S = $85, K =$80,r=8% (continuously compounded), T -0.5, and 8-0. Letu -1.3,0 -0.75, and n-1. Calculate the value of a European call if

Let S = $85, K =$80,r=8% (continuously compounded), T -0.5, and 8-0. Letu -1.3,0 -0.75, and n-1. Calculate the value of a European call if A-0.652406 and B = -39.9601 a $11.001 b. $18.903 OC $15.494 d. $12.705 $17.509

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