Question: Please show all work!! The following information is given concerning options on the stock of a certain company: S = 23, E = 20, r
Please show all work!!

The following information is given concerning options on the stock of a certain company: S = 23, E = 20, r = .09, T = 5, variance = .15, no dividends are expected. 1. What value does the Black-Scholes model predict for the call? Show ALL WORK 2. If the actual call price is 3.79, then argue if the implied standard deviation is greater than, equal to or less than 0.25. Provide a clear statement. The following information is given concerning options on the stock of a certain company: S = 23, E = 20, r = .09, T = 5, variance = .15, no dividends are expected. 1. What value does the Black-Scholes model predict for the call? Show ALL WORK 2. If the actual call price is 3.79, then argue if the implied standard deviation is greater than, equal to or less than 0.25. Provide a clear statement
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