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QUESTION 6 Use Black-Scholes formula to price a 3-month call option with $39 strike. The current spot price is 38.5. Volatility is 25% The interest

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QUESTION 6 Use Black-Scholes formula to price a 3-month call option with $39 strike. The current spot price is 38.5. Volatility is 25% The interest rate is 0. Note that in the formula, T-t is in terms of years. 1.69 1.98 2.19 6.39 QUESTION 6 Use Black-Scholes formula to price a 3-month call option with $39 strike. The current spot price is 38.5. Volatility is 25% The interest rate is 0. Note that in the formula, T-t is in terms of years. 1.69 1.98 2.19 6.39

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