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Question 2 Let S = $41,K = $40, = 0.3, r = 8%, T = 3 months and 8 = 0. Compute the Black
Question 2 Let S = $41,K = $40, = 0.3, r = 8%, T = 3 months and 8 = 0. Compute the Black Scholes call price Question 3 Using the same inputs as in Question 2 and with a put price of $1.607, show how to compute the put price using Black Scholes then by using the Put-Call parity principles.
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