4. Use the Black-Scholes model to find the price for a call option with the...

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4. Use the Black-Scholes model to find the price for a call option with the following inputs: (1) current stock price is $50, (2) exercise price is $45, (3) time to expiration is 3 months, (4) annualized risk-free rate is 6%, and (5) variance of stock return is 0.20. 5. Using the information from question 4, find the value of a put with a $45 exercise price

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