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Q3. Underlying at $100 and MAD at $10. CALL option has strike of $95. Q3a. What is the probability for CALL to be in the

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Q3. Underlying at $100 and MAD at $10. CALL option has strike of $95. Q3a. What is the probability for CALL to be in the money at expiration? Q3b. What is the average price of the underlying conditional on CALL expiring ITM? Q3c. Based on Q3a and Q3b, how much should the 95 CALL be priced at? Q3d. For Q3c CALL price, how much of it is time value and how much is intrinsic value (aka exercise value)

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