BIN139F.Pr.pdf BS67B.Pr.pdf X + Create Sign in All tools Edit Convert E-Sign Find text or tools Q | H GQ Al Assistant All tools X Export a PDF Student's name:. Copyright 2009-2022 by Avi Bick Student number:... Section ... ... ... Edit a PDF Problem BS-67B LR2022-11 The time-0 price of XYZ stock is S(0) = $72. Create a PDF e We are given European options on XYZ stock, all with strike price K = $75. The expiration time ("time T") is 180 days from now. The stock is not expected to pay dividends during this 49 Combine files period. The interest rate is 4.5% p.a., continuously compounded. Thus r = .045. (A 365-day year is assumed.) For a period of 180 days, the present value of $1 is 0 Organize pages BO, T) = . . . . . . . ..... Al Assistant (a) Before we use the Black-Scholes model (which requires certain assumptions), we can narrow down where the call price should be and where the put price should be: Generative summary ..