Question: 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 d1 and

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 d1 and d2.

b) Derive an expression for option Delta

c) Derive Gamma

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