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QUESTION

Use Black-Scholes model to price the call of a stock with the following characteristics: Stock price 100, strike price 95, interest rate 10%, 3...

Use Black-Scholes model to price the call of a stock with the following characteristics:

Stock price 100, strike price 95, interest rate 10%, 3 months to expiration, and a standard deviation of 0.50.

Part B - Price the Put for the stock described aboveĀ 

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