Question: Implied standard deviation and option prices, non linear minimization Don't even think of zooming into an interview and not knowing the Black-Scholes-Merton and its Greeks.

Implied standard deviation and option prices, non linear minimization Don't even think of zooming into an interview and not knowing the Black-Scholes-Merton and its Greeks. Call on stock S (no dividends) trades at $ Cm, maturity: years, exercise price: X, risk free rate at time of trading: rF (continuously compounded annual). a) Write, no proof, the Black-Scholes formula for these known components of the BSM price. 8 pts

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