Question: Suppose S = $100, K = $95, sigma = 30%, r = 0.08, delta = 0.03, and T = 0.75. a. Compute the Black-Scholes price

Suppose S = $100, K = $95, sigma = 30%, r

Suppose S = $100, K = $95, sigma = 30%, r = 0.08, delta = 0.03, and T = 0.75. a. Compute the Black-Scholes price of a call. b. Compute the Black Seholes price of a call for which S = $100 times e-0.03 times 0.75, K = $95 times e-0.08 times 0.75, sigma = 0.3, T = 0.75, delta = 0, r = 0. How does your answer compare to that for (a)

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