Differentiate call option price and option intrinsic value

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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: S0 = 45, X = 45, T = 1, σ = 40%, r = 8%

values: S0 = 45, X = 45, T = 1, σ = 40%, r = 8%

Reference no: EM131477305

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