Question: ineed the solved solution for this Q1. Option Pricing Under LOGNORMAL Distribution Underlying current at ( $ 400 ) with annual return volatility of (

ineed the solved solution for this Q1. Option Pricing Under LOGNORMAL Distribution Underlying current at $ \$ 400 $ with annual return volatility of $ 30 \% $. There are 28 days b/f expiration. Riskfree rate is zero. Consider a CAL 0 answers

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