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Problem B3: The Black-Scholes-Merton Model [18 marks] Consider an option on a non-dividend-paying stock when the stock price is $29, the exercise price is $30,

Problem B3: The Black-Scholes-Merton Model [18 marks] Consider an option on a non-dividend-paying stock when the stock price is $29, the exercise price is $30, the risk-free interest rate is 5% per an...

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