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Question No: 03 This is a subjective question, hence you have to write your answer in the Texi-Field given below. What are the six factors
Question No: 03 This is a subjective question, hence you have to write your answer in the Texi-Field given below. What are the six factors influencing the price of a European Call Option? Write script in R R-Studio to perform the Black-Scholes Valuation and Option Greeks for the below option contract. Spot: Rs. 8400: Strike: Rs. 8600: Expiry: 90 days: Volatility: 18%: Interest: 7%. Use fOptions package [10 Marks]
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