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The current stock price of company A is $200. It has been assessed and estimated that its volatility is 15%. Assume that the risk-free rate
The current stock price of company A is $200. It has been assessed and estimated that its volatility is 15%. Assume that the risk-free rate is 3%. Write down the Black-Scholes formula and find theoretical price of a call option contract if its maturity is 3-month and its strike is 95% spot.
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