Use the black-scholes formula to calculate the premium for
Use the Black-Scholes formula to calculate the premium for a call with a strike of $50, a stike of $55 (already done), and a stike of $60.
Spot price = $50, annualized volatility is 11.5%, risk free interest rate 3%, T=1
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most of the examples in this section use the following premiumswhich are based on the black-scholes formula for a stock
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use the black-scholes formula to calculate the premium for a call with a strike of 50 a stike of 55 already done and a
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