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You have a stock with a price of 150 annualized volatility 30% and annualized risk...

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Finance

  1. You have a stock with a price of 150 annualized volatility 30% and annualized risk free is 3%.
    1. Assuming the option expires in half a year and has a strike of 130 what is its price using BS formula?
    2. What is the hedge ratio?
    3. Use the call put parity to find the put price

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