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Problem 1: USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) A stock currently trades for $130 per share. Options on the stock are available with

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Problem 1: USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) A stock currently trades for $130 per share. Options on the stock are available with a strike price of $125. The options expire in 10 days. The risk-free rate is 3% over this time period, and the expected volatility is 0.35. (i)Use the Black-Scholes option pricing model to calculate the price of a call. (ii) Use the Black-Scholes option pricing model to calculate the price of a put

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