Question: Let S = $100, = 30%, r = 0.08, t = 1, and = 0. Suppose the true expected return on the stock

Let S = $100, σ = 30%, r = 0.08, t = 1, and δ = 0. Suppose the true on the stock is 15%. Set n = 10. Compute European call prices, ∆ and B for strikes of $70, $80, $90, $100, $110, $120, and $130. For each strike, compute the on the option. What effect does the strike have on the option's

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