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please help me answer the following question. please type your answer. thank you
Problem 3 The current price of a non-dividend-paying stock is $150. The volatility of the stock price is 20%, and the risk-free interest rate is 3% for all maturities. Using the Black-Scholes pricing model, estimate today's probabilities that the stock price in one year will be (a) less than or equal to $120, (b) between $120 and $160, and (c) greater than $160
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