Differenciate the black-scholes and intrinsic value

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Reference no: EM131453832

Question: Use the Excel Solver to find the stock price for which there is the maximum difference between the Black-Scholes call option price and the option ' s intrinsic value. Use the following values: S = 45, X = 45, T = 1, σ = 40%, r = 8%.

Reference no: EM131453832

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