Question: 11. Black-Scholes. a) Write down the Black-Scholes put option formula for a stock that has a continuous dividend yield. Be sure to elaborate on di

11. Black-Scholes. a) Write down the Black-Scholes put option formula for

11. Black-Scholes. a) Write down the Black-Scholes put option formula for a stock that has a continuous dividend yield. Be sure to elaborate on di and d2. b) Derive an expression for option Delta c) Derive Gamma

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