Question: Today, the continuous compound interest rate is 0.1% and one share of Amazon is $2367.92. 1. In 6 months the price will be $2369.10. Assume

Today, the continuous compound interest rate is 0.1% and one share of Amazon is $2367.92.

1. In 6 months the price will be $2369.10. Assume the volatility of Amazon is 27% and the strike price is $2379.10, find out how much your option in part 1 costs by using the Black-Scholes formula.

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