Question: Q2. = = Let S = $100, K = $95, o = 30%, r = 8%, 8 = 3% and T = 0.75. What is

Q2. = = Let S = $100, K = $95, o

Q2. = = Let S = $100, K = $95, o = 30%, r = 8%, 8 = 3% and T = 0.75. What is the Black-Scholes call price? a. = = = b. If S = $100 exp(-0.03*0.75), K = $95exp(-0.08*0.75), o = 30%, r = 0%,8 = 0% and T = 0.75, $ 0= what is the Black-Scholes call option price? How does it compare to price in a

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