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Let S=$100, K=$90, =30%, r=8%, =5%, and T=1 year a)What is the Black-Scholes price of a European call option? b)Now price a put option where
Let S=$100, K=$90, =30%, r=8%, =5%, and T=1 year
- a)What is the Black-Scholes price of a European call option?
- b)Now price a put option where S=$90, K=$100, =30%, r=5%, =8%, and T=1 year.
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Introduction To Finance Markets, Investments, And Financial Management
Authors: Ronald W Melicher, Edgar Norton
13th Edition
0470128925, 9780470128923
