Question: Given the following parameters for all options a. 100 b. 100 c. 0% d. 0% e. 1 Y f. 9.95 g. 4.50 Stock price

Given the following parameters for all options a. 100 b. 100 c.

Given the following parameters for all options a. 100 b. 100 c. 0% d. 0% e. 1 Y f. 9.95 g. 4.50 Stock price Strike price Risk-free rate Dividend yield Time to maturity Price of a call option Value of $10 if S at maturity is greater than K a. What is the value of a security that pays S, at maturity if ST > K? b. What is the call option delta? C. What is the implied volatility?

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