Question: The current price of stock is Rs . 1 0 0 and its volatility is 2 5 % per year. The risk free interest rate

The current price of stock is Rs.100 and its volatility is 25% per year. The risk free interest rate is 5% per annum. A portfolio is constructed consisting of one 6-month European call option with strike price of Rs.80 and the cash obtained from shorting D shares of stock. The portfolio value is non-random.What is D?
The current price of stock is Rs . 1 0 0 and its

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