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show all work Suppose S0=165.13,X=165,rc=0.0571,=0.21, and T=0.2795 a) Calculate d1 and d2 Now assume N(d1)=0.5832N(d2)=0.5398. b) What is Black Scholes call price? c) Now assume

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Suppose S0=165.13,X=165,rc=0.0571,=0.21, and T=0.2795 a) Calculate d1 and d2 Now assume N(d1)=0.5832N(d2)=0.5398. b) What is Black Scholes call price? c) Now assume the actual options price is lower than what you calculated in (b). What can you do

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