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Suppose the current stock price for A.B.C Corp is 100, the volatility is 0.25, the time to maturity is 1 year and the strike prices
Suppose the current stock price for A.B.C Corp is 100, the volatility is 0.25, the time to maturity is 1 year and the strike prices are 1=80, 2= 100, calculate the premium for both put and call options using both strike prices, assume risk free rate as 0.0077 or 0.77%
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