Let s100 k90 sigma30 r8 delta5 and t1 year what is the
Let S=$100, K=$90, σ=30%, r=8%, δ=5%, and T=1 year
a) What is the Black-Scholes price of a European call option?
b) Now price a put option where S=$90, K=$100, σ=30%,r=5%, δ=8%, and T=1 year.
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let s100 k90 sigma30 r8 delta5 and t1 yeara what is the black-scholes price of a european call optionb now price a put
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