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Question #1: Use the Black-Scholes formula to find the value of a call option on the following stock: Time to expiration 6 months Standard Deviation

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Question #1: Use the Black-Scholes formula to find the value of a call option on the following stock: Time to expiration 6 months Standard Deviation 50% per year Exercise Price $50 Stock Price $50 Interest Rate 10% Question #2: Find the value of put option on the stock in the previous problem with the same information above (Hint: there are two ways of calculating such value)

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