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stock XYZ is trading at 95$ and has an annual volatility of 40% if you are considering a 90-day call option with a strike price
stock XYZ is trading at 95$ and has an annual volatility of 40% if you are considering a 90-day call option with a strike price of 88& and assuming risk free rate is 3% use the B-S-M option pricing model to compute 1- d1 2- N(d1) 3- d2 4- N(d2) 5- compute the call option price. note (90 days=0.25 of a year)
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