Graph black scholes value as function of todays stock value

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Using the computer spreadsheet you created in Question, graph the Black-Scholes value as a function of today's stock value for options with three different volatilities: 20%, 80%, and 160%. That is, repeat Figure for a 3-month option with strike price K = $90, 3 months to expiration, and a 5% interest rate

Question:
Write a computer spreadsheet that computes the Black-Scholes value on row 4 as a function of its five inputs (in the first two rows). This will teach you more about the Black-Scholes formula than all the pages in this book. Recall that the normal distribution function is normsdist.

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Reference no: EM131243476

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