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

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%, 0 = 0% and T = 0.75, what is the Black-Scholes call option price? How does it compare to price in a.? 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%, 0 = 0% and T = 0.75, what is the Black-Scholes call option price? How does it compare to price in a

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