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  3. you have a stock with a price of 150 annualized vo

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

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Finance

You have a stock with a price of 150 annualized volatility 30% and annualized risk free is 3%.

Assuming the option expires in half a year and has a strike of 130 what is its price using BS formula?

What is the hedge ratio?

Use the call put parity to find the put price

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