Question: Using the Black Scholes Option method Calculate the straddle option premium given the following information: Stock Price= $145 Strike Price =$155 Risk Free Rate =

Using the Black Scholes Option method Calculate the straddle option premium given the following information:

Stock Price= $145

Strike Price =$155

Risk Free Rate = 5.0%

Time to expiration = 9 months

Standard Deviation = 35%

Dividend Yield = 0%

Group of answer choices

$35.61

$42.42

$23.54

$18.34

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