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Please fastttt QUESTION 1 Consider a call option on a stock, the stock price is $29, the strike price is 530 the continuously risk-free interest
Please fastttt
QUESTION 1 Consider a call option on a stock, the stock price is $29, the strike price is 530 the continuously risk-free interest rate is 5% per annum, the volatility is 20% per annum and the time to maturity is 0.25. (i) What is the price of the option? (6 points) (ii) What is the price of the option if it is a put? (6 points) (iii) What is the price of the call option if a dividend of $2 is expected in 60 days? (8 points) TT T Arial 3 (12pt) TEYE Click Save and Submit to save and submit. Click Save All Answers to save all answers. Save All AnswStep by Step Solution
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