Price a chooser option using the Black-Scholes formula with the following inputs: S = 100, K =
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Price a chooser option using the Black-Scholes formula with the following inputs: S = 100, K = 100, the choice date on which the holder has to opt for a call or a put is τ = 1 year, the final maturity of the option is T = 2 years, volatility is 30%, the risk-free rate is r = 0.10, and the dividend yield is δ = 0.03.
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