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Potos 6. (10 points) You are given the following information for European call (a) Time to maturity is six months (b) The stock has a

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Potos 6. (10 points) You are given the following information for European call (a) Time to maturity is six months (b) The stock has a current price of 75. (e) The option has a strile price of 72 (d) The volatility of a six-month prepaid forward on the stock is 25% (e) The continuously compounded risk-free interest rate 0.06. (1) The stock pays dividends of 0.75 and 1.50 after two and live months respectively Calculate the Black-Scholes price of the call option

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