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Suppose stock C (log) return follows normal distribution with 50% annualized standard deviation (50% volatility)....

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Suppose stock C (log) return follows normal distribution with 50% annualized standard deviation (50% volatility). It is last time sold at 75.48, and that the risk-free rate is 2.5%. 7) Using Black-Scholes-Merton model, calculate the price of a European call option with one-year time to maturity and strike price of 90$. 8) Calculate the sensitivity of the call option price to stock price

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