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Estimate the call option value using black-scholes

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Reference no: EM133002044

S0 = $70, X = $70, r = 2%, T = 0.5 years, and σ= 0.35, δ=0% a)

  1. Estimate the call option Value using Black-Scholes
  2. Show a table for stock price between $50 and $80 in $5 increments with payoff and net profit for a put option with a strike/ exercise price of X=$65 and premium of $4 

Reference no: EM133002044

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