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Only hand written please No use of an excel worksheet What is the value of a European call if the underlying stock price is $93,

image text in transcribedOnly hand written please No use of an excel worksheet

What is the value of a European call if the underlying stock price is $93, the strike price is $85. The underlying stock volatility is 36%, and the risk free rate is 4.6%? Assume the option has 152 days until expiration. Q6. Ans: $14.34 A stock is currently priced at $66 and has an annual standard deviation is 46%. The dividend yield of the stock is 2.3%, and the risk free rate is 4.3%. If the option has 51 days to expiration, find the value of d Q7. Ans: 0.3728

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