Question: (a) Show that by substituting a volatility o with -o in Black-Scholes formula for a call option, one can find the value of put option

(a) Show that by substituting a volatility o with -o in Black-Scholes formula for a call option, one can find the value of put option with the same parameters as the call option (4 marks) CONTINUED (a) Show that by substituting a volatility o with -o in Black-Scholes formula for a call option, one can find the value of put option with the same parameters as the call option (4 marks) CONTINUED

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