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QUESTION 1 For two options on a non-dividend-paying stock following the Black-Scholes framework, you are given: Option 1 A 0 Call option price x 0.0800-5.694 3.00 0.30000.0320-2.482 1.00 2. Calculate x, if the price of the stock is 60 and the continuously compounded risk-free rate is 3.15% per annum QUESTION 1 For two options on a non-dividend-paying stock following the Black-Scholes framework, you are given: Option 1 A 0 Call option price x 0.0800-5.694 3.00 0.30000.0320-2.482 1.00 2. Calculate x, if the price of the stock is 60 and the continuously compounded risk-free rate is 3.15% per annum