Question: For this problem, you can use Excel norm.s.dist (or other function) or a normal table. (10 points) Suppose that the stock price at time t=

For this problem, you can use Excel norm.s.dist (or other function) or a normal table.

For this problem, you can use Excel norm.s.dist (or other function) or

(10 points) Suppose that the stock price at time t= 1 has a normal distribution with mean $100 and standard deviation of $20 (i.e. Si ~ N(100, 202)). Find the probability that a call struck at K = $130 will be in the money at t= 1. =

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