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Using the binomial model, what is the value of this one-year call option with a strike of 100 when interest rates are 8% per annum?
Using the binomial model, what is the value of this one-year call option with a strike of 100 when interest rates are 8% per annum? Using the Black-Scholes Model, what is the value of the European put option if: \begin{tabular}{|l|r|l|l|} \hline Using the Black-Scholes Model, what is the value of the European put option if: \\ \hline Spot & 50 & & \\ \hline Strike & 50 & & \\ \hline Rates & 10% & & \\ \hline Volatility & 30% \\ \hline Time to Expiration & 90 days (0.25 of a year) & & \\ \hline \end{tabular}
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