Question: Q4. = a. Let S = $100, K = $90,0 = 30%, r = 8%, 8 = 5% and T = 1. What is the

Q4. = a. Let S = $100, K = $90,0 =

Q4. = a. Let S = $100, K = $90,0 = 30%, r = 8%, 8 = 5% and T = 1. What is the Black-Scholes call price? b. Now price a Put option, where S = $90, K = $100, 0 = 30%, r = 5%, 8 = 8% and T = 1 Explain the link between a. and b. above. = C

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