cost of Cy, one can purchase at a time-0 the option to buy y shares of the stock at time-1 at a price of 90 per share. For what values of C, no-arbitrage will be possible?  Using the arbitrage theorem, find the value of C for the data given for your group in the above question  Derive the first order partial derivative of the Black-Schol

Essentials Of Investments
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Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
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Chapter1: Investments: Background And Issues
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 Assume that after one time period, the value of a stock of 80 would be either 120 Or 60. Suppose that, for any y, at a cost of Cy, one can purchase at a time-0 the option to buy y shares of the stock at time-1 at a price of 90 per share. For what values of C, no-arbitrage will be possible? 

Using the arbitrage theorem, find the value of C for the data given for your group in the above question

 Derive the first order partial derivative of the Black-Scholes option cost C with respect to r.
 
(FOCUS ONLY OM THE LAST TWO )
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