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Use the Black Scholes model to determine the value of a call exchange option on asset 1 (i.e., if the option is exercised, the owner

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Use the Black Scholes model to determine the value of a call exchange option on asset 1 (i.e., if the option is exercised, the owner will pay 1 unit of asset 2 and receive 1 unit of asset 1) and the following values: Use the answer to question 4 and put call parity to determine the value of a put exchange option for asset 1

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