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Black-scholes model-use the black-scholes model

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Reference no: EM131571663

Black-Scholes Model - Use the Black-Scholes Model to value the following options:

A call option written on a stock selling at $60/share with a $60 exercise price. The stock's standard deviation is 6% per month. The option matures in 3 months. The risk free interest rate is 1% per month.

A put option written on the same stock at the same time, with the same exercise price, and expiration date.

Reference no: EM131571663

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