Compute the price of a straddle on the stock with strike 70
The current spot price of a stock is $68 and the volatility of the stock is 14%. The risk-free rate is 1%. Compute the price of a straddle on the stock with strike $70 and expiration in 3 weeks built from a European call and put.
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the current spot price of a stock is 68 and the volatility of the stock is 14 the risk-free rate is 1 compute the price
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