Find the corresponding put value through put-call
Find the theoretical Black-Scholes price of a call option assuming S = 100 (initial stock price), K = 91 (strike), T - t = 3/12 time to maturity, σ = 0.2 and r = 0.003 (risk free rate).
Find the corresponding put value through put-call parity.
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find the theoretical black-scholes price of a call option assuming s 100 initial stock price k 91 strike t - t 312
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