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year. Up stock pays no dividends. Use a 365-day year. a. Using the Black-Scholes formula, compute the price of the call. b. Use put-call parity
year. Up stock pays no dividends. Use a 365-day year. a. Using the Black-Scholes formula, compute the price of the call. b. Use put-call parity to compute the price of the put with the same strike and expiration date (Note: Make sure to round all intermediate calculations to at least five decimal places.) a. Using the Black-Scholes formula, compute the price of the call. (Round to two decimal places.)
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