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  3. let s = $58, s = 44%, r = 4%, and d = 2.5% (contin

Let S = $58, s = 44%, r = 4%, and d = 2.5% (continuously...

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Finance

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Let S = $58, s = 44%, r = 4%, and d = 2.5% (continuously compounded). Compute the Black-Scholes price for a $60-strike European call option with 3 months until expiration.

Option D is correct, but how? Can you provide solution for Excel? formulas and steps or actual excel work sheet please?

Answers: a.

$6.06
b.

$4.06
c.

$5.90
imaged.

$4.29
e.

$0.00

Answer & Explanation Solved by verified expert
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