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A bank has sold for $300,000 a European call option on 100,000 shares of a nondividend paying stock S=49,K=50,=5%,=20% T=20 weeks,μ=13%

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2-1 (1)(2)假设A下滑 gcos660°-ta=ma t -m-30°=mb 得a mAgcosMBgcoS360-30° +m =-0.12m/s2 系统 =TB ma+mB 将向右边运动

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