Question: please explain all the steps. No excel work plz Let S = $57, s = 26%, r = 4%, and d = 2.5% (continuously compounded).
please explain all the steps. No excel work plz
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Let S = $57, s = 26%, r = 4%, and d = 2.5% (continuously compounded). Compute the Black-Scholes price for a $50-strike European call option with 3 months until expiration. | |||||||||||||
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