Question: a. Given the data in Question 20.3, compute the call options gamma on the basis of the BlackScholesMerton model. b. Given the data in Question

a. Given the data in Question 20.3, compute the call option’s gamma on the basis of the Black–Scholes–Merton model.

b. Given the data in Question 20.3, compute the put option’s gamma on the basis of the Black–Scholes–Merton model.

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