Question: Question#2: [20 Points] Consider the following data relevant to valuing a European-style call option on a non-dividend-paying stock: X = 40, RFR = 9 percent,

Question#2: [20 Points] Consider the following data relevant to valuing a European-style call option on a non-dividend-paying stock: X = 40, RFR = 9 percent, T = six months (i.e., 0.5), and o = 0.25. Compute the Black-Scholes option values for the series of hypothetical current stock price levels of $30[ 40I and 55. Fill out this table: Stock Price Call Put 30 4O 55

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