Assume the following for a stock and a call and a put option written on...
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Assume the following for a stock and a call and a put option written on the stock. EXERCISE PRICE = $24 CURRENT STOCK PRICE = $25 VARIANCE = .25 TIME TO EXPIRATION = 6 MONTHS =.50 RISK FREE RATE = 4%
Use the Black Scholes procedure to determine the value of the call option and value of the Put.
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