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Please show every formula.. Thanks You have been given the following information on a call option on the stock of Puckett Industries: P = $65

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You have been given the following information on a call option on the stock of Puckett Industries: P = $65 t = 0.5 sigma = 0.50 X = $70 r_RF = 5% a. Using the Black-Scholes Option Pricing Model, what is the value of the call option? First, we will use formulas from the text to solve for d_1 and d_2. (d_1) = N(d_1) = (d_2) = N(d_2) = Using the formula for option value and the values of N(d) from above, we can find the call option value. V_c = b. Suppose there is a put option on Puckett's stock with exactly the same inputs as the call option. What is the value of the put? Put option using Black-Scholes modified formula = Put option using put-call parity =

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