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PLEASE HAND WRITTEN PLEASE PLEASE THANK YOU 1. Consider a stock with a volatility of its logarithm of = 25%. The current price of the

PLEASE HAND WRITTEN PLEASE PLEASE THANK YOU

1. Consider a stock with a volatility of its logarithm of = 25%. The current price of the stock is $53. The stock pays no dividends. A European call option on this stock has an expiration date 6 months from now and a strike price of $50. The risk-free interest rate r is 8%, compounded continuously.

(a) Determine the price of this call using Black-Scholes option valuation formula.

(b) Calculate the Delta, Gamma, Theta, Vega and Rho of the above call option.

ITS FINANCE BUT MATHMATICAL

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