What is the black-scholes price of a european call option

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Reference no: EM131014785

Let S=$100, K=$90, σ=30%, r=8%, δ=5%, and T=1 year

a) What is the Black-Scholes price of a European call option?

b) Now price a put option where S=$90, K=$100, σ=30%,r=5%, δ=8%, and T=1 year.

Reference no: EM131014785

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