Black-Scholes World? ... Not Quite Consider the following info on stock XYZ. XYZ is currently trading at
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Question:
Black-Scholes World? ... Not Quite
Consider the following info on stock XYZ.
XYZ is currently trading at $50 per share.We ask a trading desk to price 6-month options on XYZ:4 puts and 4 calls.The table gives the information.
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