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Consider an ABC 90 call with three months until expiration. The continuously compounded riskfree rate...

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Finance

Consider an ABC 90 call with three months until expiration. The continuously compounded riskfree rate is 5%, and the variance of ABC stock is 0.25. Complete the following table to calculate the Black-Scholes Option values at the given current security price. Record your answers in the table below

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D1 N(D1) D2 Security Price $100 N(D2) Call Price

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