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Business, 03.12.2020 17:20 allisondelv67

1. Greeks: IBM stock is currently priced at $50. IBM pays no dividend within the next 6 months. Consider a European call and a European put, both struck at $50, on IBM stock, both with maturity τ = 3 months. IBM stock has a volatility of 25%. The continuously-compounded interest rate is 6% per annum.

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