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Use the Black-Scholes formula to price a call option for a stock whose share price today is $16 when the interest rate is 4%, the
Use the Black-Scholes formula to price a call option for a stock whose share price today is $16 when the interest rate is 4%, the maturity date is 6 month, the strike price is $17.5 and the volatility is 20%. Find the price of the same option half way to maturity if the share price at that time is $17.
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