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S = $37.65; K = $35.00; T t = 219days annual risk-free rate with continuous compounding, r = 7%; VOL = 41%. Use DerivaGem to

S = $37.65; K = $35.00; T t = 219days annual risk-free rate with continuous compounding, r = 7%; VOL = 41%. Use DerivaGem to calculate the call and the pt Black, Scholes, Merton premiums and the Greek letters associated with the options. Calculate the Delta of the following portfolio Long 3,000 shares of the underlying stock and short 30 calls and long 30 puts

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