Question

Current Price of Stock = 50 Divided Yield = 2% Strike Price = 55 Time to...

Current Price of Stock = 50
Divided Yield = 2%
Strike Price = 55
Time to Expiry = 6 months
Volatility = 35%
Risk-Free rate =4%

Using Black Scholes Model:
1. What is the Value of American Call option?
2. What is the Value of American Put Option?

solve it in excel.

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