Consider an option on a stock when the stock price is $41, t

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Consider an option on a stock when the stock price is $41, the strike price is $40, the risk-free rate is 6%, the volati

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Consider an option on a stock when the stock price is $41, the strike price is $40, the risk-free rate is 6%, the volatility is 35%, and the time to maturity is 1 year. Assume that a dividend of $0.50 is expected after 6 months. (a) Use DerivaGem to value the option assuming it is a European call. (b) Use DerivaGem to value the option assuming it is a European put. (c) Verify that put

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