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Use the Black-Scholes formula to the value of a call option given the following information: T= 6 months standard deviation=44% Exercise price=46 Stock price=46 Interest

Use the Black-Scholes formula to the value of a call option given the following information:

T= 6 months

standard deviation=44%

Exercise price=46

Stock price=46

Interest rate=4%

Use the information in the previous question to find the time value of a six month European put on the same stock with an exercise price of $46. Do not enter a dollar sign when inputting your answe

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