Question: Suppose S = 100, K = 95, = 30%, r = 0.08, = 0.03 and T = 0.75 a. Compute the BS price of a

Suppose S = 100, K = 95, = 30%, r = 0.08, = 0.03 and T = 0.75 a. Compute the BS price of a call. b. Compute the BS price of a call for which S = 100e0.030.75, K = 95e0.080.75, = 30%, r = 0, = 0 and T = 0.75. How does your answer compare to that for (a)? c. What is the 9-month forward price for the stock?

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