Question: a Suppose the modeling allows o 0; i.e. not much is happening. (a) What is the value of a Call? (b) What is the value

 a Suppose the modeling allows o 0; i.e. not much is

a Suppose the modeling allows o 0; i.e. not much is happening. (a) What is the value of a Call? (b) What is the value of a Put? (c) Explain both answers in terms of finance

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